+455.7%
STX vs CF
+125.5%
+330.2%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.3% | +6.2% | -22.4% | -16.4% |
| 7D | -33.4% | +0.4% | -33.8% | -33.4% |
| 30D | -42.1% | +2.2% | -44.3% | -42.1% |
| 3M | -44.3% | +2.1% | -46.4% | -44.5% |
| 6M | -39.4% | -6.5% | -32.9% | -39.4% |
| YTD | +70.0% | +55.6% | +14.4% | +58.9% |
| 1Y | +70.2% | +42.3% | +27.9% | +60.8% |
| 3Y | +585.2% | +55.7% | +529.4% | +525.2% |
| 5Y | +455.7% | +122.4% | +333.2% | +354.1% |
| All | +455.7% | +125.5% | +330.2% | +354.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling