+365.4%
STX vs CI
-4.0%
+369.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.3% | +7.7% | +6.0% |
| 7D | +2.4% | +1.3% | +1.0% | +2.7% |
| 30D | +1.4% | +4.4% | -3.1% | +2.6% |
| 3M | -8.2% | +0.7% | -8.9% | -7.6% |
| 6M | +127.0% | +0.3% | +126.7% | +127.6% |
| YTD | +209.1% | +3.8% | +205.3% | +213.1% |
| 1Y | +365.4% | -5.5% | +370.9% | +366.2% |
| All | +365.4% | -4.0% | +369.4% | +366.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 CI 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