+1,883.6%
STX vs CF
+561.7%
+1,321.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.9% | -1.3% |
| 7D | -28.5% | -3.2% | -25.3% | -28.2% |
| 30D | -42.9% | +4.3% | -47.2% | -43.6% |
| 3M | -45.9% | +2.8% | -48.7% | -46.7% |
| 6M | -41.3% | +0.6% | -41.9% | -42.2% |
| YTD | +67.9% | +56.6% | +11.3% | +45.9% |
| 1Y | +66.5% | +49.6% | +16.9% | +46.0% |
| 3Y | +588.0% | +61.5% | +526.5% | +474.2% |
| 5Y | +449.1% | +124.0% | +325.1% | +293.3% |
| All | +1,883.6% | +561.7% | +1,321.9% | +922.0% |
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