+3,699.0%
STX vs CG
+342.2%
+3,356.9%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -2.2% | +8.7% | +7.4% |
| 7D | +10.7% | -1.3% | +12.0% | +11.2% |
| 30D | +11.3% | -3.2% | +14.4% | +12.2% |
| 3M | +3.2% | +6.2% | -3.0% | -0.4% |
| 6M | +157.0% | -4.7% | +161.6% | +158.1% |
| YTD | +229.2% | -20.6% | +249.8% | +255.5% |
| 1Y | +381.8% | -26.4% | +408.2% | +434.0% |
| 3Y | +1,383.2% | +55.4% | +1,327.8% | +1,063.1% |
| 5Y | +1,144.9% | +9.8% | +1,135.1% | +977.9% |
| All | +3,699.0% | +342.2% | +3,356.9% | +1,879.5% |
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