+102.4%
STX vs CLF
+15.2%
+87.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.2% | +0.1% | -2.2% |
| 7D | +14.6% | +10.4% | +4.2% | +11.6% |
| 30D | -26.0% | +0.6% | -26.5% | -25.7% |
| 3M | -42.6% | +4.1% | -46.7% | -43.0% |
| 6M | -35.3% | +15.1% | -50.4% | -37.1% |
| YTD | +92.5% | -4.7% | +97.2% | +84.8% |
| 1Y | +102.4% | +20.4% | +82.0% | +64.3% |
| All | +102.4% | +15.2% | +87.2% | +64.3% |
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