+123.8%
STX vs CLF
+12.5%
+111.3%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -9.2% | +1.1% | -6.1% |
| 7D | -20.2% | -7.9% | -12.3% | -18.6% |
| 30D | -37.2% | +5.2% | -42.4% | -37.8% |
| 3M | -34.1% | +4.3% | -38.4% | -34.8% |
| 6M | -24.5% | +25.3% | -49.7% | -28.0% |
| YTD | +102.9% | -3.3% | +106.3% | +95.7% |
| 1Y | +123.8% | +20.2% | +103.6% | +99.0% |
| All | +123.8% | +12.5% | +111.3% | +99.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 1y: compounded portfolio wealth divided by compounded CLF 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…
1y analysis · Full analysis span regression · 6 months rolling