+123.8%
STX vs CI
+21.2%
+102.6%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +3.4% | -11.5% | -6.7% |
| 7D | -20.2% | +3.5% | -23.7% | -18.9% |
| 30D | -37.2% | +12.6% | -49.8% | -34.1% |
| 3M | -34.1% | +12.1% | -46.1% | -30.7% |
| 6M | -24.5% | +10.6% | -35.0% | -20.8% |
| YTD | +102.9% | +12.8% | +90.1% | +113.9% |
| 1Y | +123.8% | +18.0% | +105.8% | +142.4% |
| All | +123.8% | +21.2% | +102.6% | +142.4% |
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