+365.4%
STX vs CG
-24.3%
+389.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.6% | +8.0% | +6.9% |
| 7D | +2.4% | -4.3% | +6.7% | +3.8% |
| 30D | +1.4% | -5.1% | +6.5% | +2.8% |
| 3M | -8.2% | +8.7% | -16.9% | -12.0% |
| 6M | +127.0% | -9.2% | +136.3% | +133.5% |
| YTD | +209.1% | -18.9% | +228.0% | +236.9% |
| 1Y | +365.4% | -25.6% | +391.1% | +400.9% |
| All | +365.4% | -24.3% | +389.7% | +400.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 1y: compounded portfolio wealth divided by compounded CG 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…
1y analysis · Full analysis span regression · 6 months rolling