+1,907.8%
STX vs CP
+251.8%
+1,656.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.8% |
| 7D | -17.3% | +2.8% | -20.1% | -18.3% |
| 30D | -35.9% | +11.0% | -47.0% | -39.2% |
| 3M | -37.3% | +3.8% | -41.2% | -38.7% |
| 6M | -35.8% | +9.5% | -45.3% | -39.5% |
| YTD | +82.7% | +28.2% | +54.5% | +57.9% |
| 1Y | +71.6% | +33.0% | +38.7% | +45.6% |
| 3Y | +635.3% | +35.5% | +599.7% | +504.6% |
| 5Y | +483.8% | +25.8% | +458.0% | +391.7% |
| All | +1,907.8% | +251.8% | +1,656.0% | +846.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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