+1,907.8%
STX vs CI
+150.5%
+1,757.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.5% | -3.4% | -1.3% |
| 7D | -17.3% | +2.6% | -19.9% | -17.6% |
| 30D | -35.9% | +7.3% | -43.3% | -36.8% |
| 3M | -37.3% | +9.5% | -46.8% | -38.6% |
| 6M | -35.8% | +6.4% | -42.2% | -37.1% |
| YTD | +82.7% | +12.0% | +70.7% | +76.7% |
| 1Y | +71.6% | +20.1% | +51.5% | +63.4% |
| 3Y | +635.3% | +9.6% | +625.7% | +582.6% |
| 5Y | +483.8% | +52.7% | +431.1% | +374.9% |
| All | +1,907.8% | +150.5% | +1,757.3% | +1,233.0% |
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