+3,676.0%
STX vs CFG
+313.6%
+3,362.4%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -1.1% | +7.6% | +6.9% |
| 7D | +10.7% | +2.7% | +8.1% | +9.6% |
| 30D | +11.3% | -3.7% | +15.0% | +13.0% |
| 3M | +3.2% | +9.5% | -6.2% | -0.8% |
| 6M | +157.0% | +22.2% | +134.7% | +136.3% |
| YTD | +229.2% | +22.3% | +206.9% | +202.6% |
| 1Y | +381.8% | +39.4% | +342.4% | +319.5% |
| 3Y | +1,383.2% | +188.5% | +1,194.7% | +860.5% |
| 5Y | +1,144.9% | +101.5% | +1,043.3% | +806.8% |
| 10Y | +3,676.0% | +308.6% | +3,367.4% | +1,770.0% |
| All | +3,676.0% | +313.6% | +3,362.4% | +1,770.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded CFG 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling