+1,883.6%
STX vs CI
+166.5%
+1,717.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.6% | +1.4% | -0.7% |
| 7D | -28.5% | -1.6% | -26.9% | -28.3% |
| 30D | -42.9% | +5.4% | -48.3% | -43.6% |
| 3M | -45.9% | +7.3% | -53.2% | -46.8% |
| 6M | -41.3% | +5.3% | -46.6% | -42.5% |
| YTD | +67.9% | +8.5% | +59.5% | +63.3% |
| 1Y | +66.5% | +17.1% | +49.4% | +59.1% |
| 3Y | +588.0% | +1.4% | +586.6% | +551.3% |
| 5Y | +449.1% | +50.5% | +398.6% | +347.1% |
| All | +1,883.6% | +166.5% | +1,717.1% | +1,283.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling