+481.0%
STX vs CLF
-41.3%
+522.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.1% |
| 7D | +16.8% | +16.0% | +0.9% | +12.8% |
| 30D | -27.0% | +1.6% | -28.7% | -27.2% |
| 3M | -37.9% | +6.7% | -44.6% | -38.9% |
| 6M | -32.5% | +21.1% | -53.6% | -36.2% |
| YTD | +98.6% | -1.6% | +100.2% | +93.5% |
| 1Y | +93.6% | +18.5% | +75.1% | +80.8% |
| 3Y | +699.1% | -21.0% | +720.1% | +652.6% |
| 5Y | +481.0% | -41.4% | +522.4% | +460.2% |
| All | +481.0% | -41.3% | +522.3% | +460.2% |
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 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