+2,071.0%
STX vs CLF
+92.7%
+1,978.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +7.0% | +2.8% | +8.3% |
| 7D | -14.8% | -14.1% | -0.7% | -11.7% |
| 30D | -35.4% | -5.5% | -29.8% | -34.5% |
| 3M | -37.7% | 0.0% | -37.7% | -37.7% |
| 6M | -35.2% | +11.3% | -46.5% | -37.3% |
| YTD | +84.4% | -7.7% | +92.1% | +82.7% |
| 1Y | +82.3% | +17.5% | +64.7% | +71.7% |
| 3Y | +646.2% | -25.4% | +671.6% | +615.6% |
| 5Y | +487.4% | -46.0% | +533.4% | +481.6% |
| 10Y | +2,071.0% | +80.1% | +1,991.0% | +1,483.2% |
| All | +2,071.0% | +92.7% | +1,978.4% | +1,483.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling