+1,967.8%
STX vs CF
+494.2%
+1,473.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.6% | -3.5% | -1.4% |
| 7D | -17.3% | +4.8% | -22.0% | -18.1% |
| 30D | -35.9% | +9.7% | -45.6% | -37.3% |
| 3M | -37.3% | +1.2% | -38.6% | -38.0% |
| 6M | -35.8% | +7.4% | -43.2% | -37.6% |
| YTD | +82.7% | +60.5% | +22.2% | +57.9% |
| 1Y | +71.6% | +50.7% | +20.9% | +50.3% |
| 3Y | +635.3% | +64.8% | +570.5% | +511.2% |
| 5Y | +483.8% | +115.8% | +368.0% | +323.9% |
| 10Y | +1,967.8% | +481.0% | +1,486.7% | +984.7% |
| All | +1,967.8% | +494.2% | +1,473.6% | +984.7% |
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