+481.0%
STX vs CI
+48.8%
+432.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.5% | -1.3% |
| 7D | +16.8% | -1.7% | +18.6% | +16.7% |
| 30D | -27.0% | +4.9% | -31.9% | -26.9% |
| 3M | -37.9% | +7.4% | -45.3% | -37.7% |
| 6M | -32.5% | +0.4% | -32.9% | -32.2% |
| YTD | +98.6% | +9.5% | +89.1% | +99.0% |
| 1Y | +93.6% | +12.0% | +81.6% | +93.9% |
| 3Y | +699.1% | +7.1% | +692.0% | +680.1% |
| 5Y | +481.0% | +49.3% | +431.7% | +390.5% |
| All | +481.0% | +48.8% | +432.2% | +390.5% |
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