+1,967.8%
STX vs CG
+308.6%
+1,659.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.5% | -0.3% |
| 7D | -17.3% | +2.0% | -19.2% | -17.7% |
| 30D | -35.9% | +8.5% | -44.5% | -38.0% |
| 3M | -37.3% | -12.1% | -25.2% | -34.3% |
| 6M | -35.8% | -16.4% | -19.4% | -31.9% |
| YTD | +82.7% | -28.0% | +110.7% | +105.2% |
| 1Y | +71.6% | -18.9% | +90.5% | +83.4% |
| 3Y | +635.3% | +51.2% | +584.0% | +484.1% |
| 5Y | +483.8% | -15.9% | +499.6% | +462.4% |
| 10Y | +1,967.8% | +305.9% | +1,661.8% | +1,049.5% |
| All | +1,967.8% | +308.6% | +1,659.2% | +1,049.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling