+3,635.3%
STX vs CF
+569.3%
+3,065.9%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -3.2% | +9.6% | +7.0% |
| 7D | +2.4% | +6.0% | -3.7% | +1.1% |
| 30D | +1.4% | +14.8% | -13.5% | -1.6% |
| 3M | -8.2% | +14.1% | -22.3% | -11.0% |
| 6M | +127.0% | +28.5% | +98.5% | +110.4% |
| YTD | +209.1% | +74.9% | +134.2% | +165.2% |
| 1Y | +365.4% | +61.7% | +303.7% | +304.0% |
| 3Y | +1,135.4% | +80.3% | +1,055.1% | +916.2% |
| 5Y | +991.5% | +226.0% | +765.5% | +615.1% |
| All | +3,635.3% | +569.3% | +3,065.9% | +1,924.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 10y: compounded portfolio wealth divided by compounded CF 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…
10y analysis · Full analysis span regression · 6 months rolling