+1,977.9%
STX vs CIFR
+86.0%
+1,891.8%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +4.3% | +2.1% | +6.1% |
| 7D | +10.7% | +26.7% | -16.0% | +8.0% |
| 30D | +11.3% | +7.7% | +3.5% | +10.2% |
| 3M | +3.2% | -23.8% | +27.0% | +5.1% |
| 6M | +157.0% | +35.9% | +121.1% | +148.6% |
| YTD | +229.2% | +25.4% | +203.8% | +218.8% |
| 1Y | +381.8% | +139.8% | +242.1% | +341.6% |
| 3Y | +1,383.2% | +515.0% | +868.2% | +1,101.2% |
| 5Y | +1,144.9% | +52.1% | +1,092.8% | +891.5% |
| All | +1,977.9% | +86.0% | +1,891.8% | +1,485.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CIFR.
Daily Out/Under-Performance
Portfolio return minus CIFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CIFR 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 CIFR 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