+2,108.4%
STX vs CLF
+83.8%
+2,024.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | +2.2% | +7.8% | +9.5% |
| 7D | -1.0% | +2.3% | -3.3% | -1.1% |
| 30D | -26.8% | +1.9% | -28.7% | -26.9% |
| 3M | -32.7% | +5.9% | -38.6% | -33.6% |
| 6M | -33.7% | +16.9% | -50.7% | -36.6% |
| YTD | +101.0% | -1.1% | +102.0% | +96.2% |
| 1Y | +92.7% | +28.8% | +63.9% | +78.1% |
| 3Y | +708.7% | -20.6% | +729.3% | +665.3% |
| 5Y | +504.0% | -41.5% | +545.5% | +488.1% |
| 10Y | +2,108.4% | +87.5% | +2,020.8% | +1,473.8% |
| All | +2,108.4% | +83.8% | +2,024.6% | +1,473.8% |
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