+16,011.1%
STX vs CLX
+308.8%
+15,702.3%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.3% | +7.6% | +6.7% |
| 7D | +2.4% | -9.2% | +11.6% | +4.8% |
| 30D | +1.4% | -11.0% | +12.4% | +4.2% |
| 3M | -8.2% | +5.0% | -13.3% | -10.9% |
| 6M | +127.0% | -18.8% | +145.8% | +136.4% |
| YTD | +209.1% | -4.4% | +213.6% | +204.2% |
| 1Y | +365.4% | -21.9% | +387.3% | +385.3% |
| 3Y | +1,135.4% | -32.8% | +1,168.1% | +1,231.2% |
| 5Y | +991.5% | -34.6% | +1,026.1% | +1,052.2% |
| 10Y | +3,695.8% | -4.7% | +3,700.5% | +3,010.1% |
| All | +16,011.1% | +308.8% | +15,702.3% | +5,401.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 all: compounded portfolio wealth divided by compounded CLX 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…
all analysis · Full analysis span regression · 6 months rolling