+366.2%
STX vs CG
-29.3%
+395.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.0% | +2.0% | -0.8% |
| 7D | +9.6% | -6.4% | +16.0% | +11.7% |
| 30D | +10.6% | -7.1% | +17.7% | +12.6% |
| 3M | +4.8% | -1.6% | +6.4% | +4.0% |
| 6M | +137.3% | -8.3% | +145.6% | +140.9% |
| YTD | +222.5% | -23.8% | +246.3% | +258.6% |
| 1Y | +366.2% | -28.7% | +395.0% | +412.9% |
| All | +366.2% | -29.3% | +395.6% | +412.9% |
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