+3,446.0%
STX vs CI
+147.1%
+3,298.9%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.3% | +7.7% | +6.6% |
| 7D | +2.4% | +1.3% | +1.0% | +2.1% |
| 30D | +1.4% | +4.4% | -3.1% | +0.4% |
| 3M | -8.2% | +0.7% | -8.9% | -8.9% |
| 6M | +127.0% | +0.3% | +126.7% | +125.0% |
| YTD | +209.1% | +3.8% | +205.3% | +204.0% |
| 1Y | +365.4% | -5.5% | +370.9% | +362.2% |
| 3Y | +1,135.4% | +8.1% | +1,127.3% | +1,040.5% |
| 5Y | +991.5% | +42.8% | +948.7% | +799.6% |
| All | +3,446.0% | +147.1% | +3,298.9% | +2,281.0% |
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