+443.6%
STX vs CI
+49.9%
+393.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.6% | +1.4% | -1.3% |
| 7D | -28.5% | -1.6% | -26.9% | -28.5% |
| 30D | -42.9% | +5.4% | -48.3% | -42.8% |
| 3M | -45.9% | +7.3% | -53.2% | -45.7% |
| 6M | -41.3% | +5.3% | -46.6% | -41.1% |
| YTD | +67.9% | +8.5% | +59.5% | +68.2% |
| 1Y | +66.5% | +17.1% | +49.4% | +66.6% |
| 3Y | +588.0% | +1.4% | +586.6% | +578.1% |
| All | +443.6% | +49.9% | +393.8% | +363.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling