+443.6%
STX vs CLF
-51.2%
+494.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.7% | -2.9% | -1.6% |
| 7D | -28.5% | -19.6% | -8.9% | -24.5% |
| 30D | -42.9% | -5.0% | -37.9% | -42.1% |
| 3M | -45.9% | -6.3% | -39.6% | -45.1% |
| 6M | -41.3% | +2.8% | -44.1% | -42.3% |
| YTD | +67.9% | -13.7% | +81.6% | +68.8% |
| 1Y | +66.5% | +13.6% | +52.9% | +56.9% |
| 3Y | +588.0% | -34.0% | +622.0% | +579.0% |
| All | +443.6% | -51.2% | +494.9% | +454.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling