+8,757.3%
STX vs CB
+1,784.8%
+6,972.5%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.3% | -0.7% | -15.6% | -16.0% |
| 7D | -33.4% | +2.6% | -36.0% | -34.2% |
| 30D | -42.1% | +11.2% | -53.3% | -44.9% |
| 3M | -44.3% | +5.7% | -50.0% | -46.0% |
| 6M | -39.4% | +15.9% | -55.3% | -44.6% |
| YTD | +70.0% | +20.2% | +49.8% | +51.3% |
| 1Y | +70.2% | +32.4% | +37.8% | +44.4% |
| 3Y | +585.2% | +75.5% | +509.7% | +396.3% |
| 5Y | +455.7% | +105.5% | +350.2% | +268.5% |
| 10Y | +2,007.9% | +258.5% | +1,749.3% | +906.9% |
| All | +8,757.3% | +1,784.8% | +6,972.5% | +1,952.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling