+1,972.8%
STX vs CP
+257.3%
+1,715.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.5% | -2.6% | -2.9% |
| 7D | +14.6% | +2.1% | +12.5% | +13.6% |
| 30D | -26.0% | +9.3% | -35.3% | -29.2% |
| 3M | -42.6% | +0.5% | -43.1% | -43.1% |
| 6M | -35.3% | +10.4% | -45.7% | -39.2% |
| YTD | +92.5% | +28.7% | +63.8% | +66.0% |
| 1Y | +102.4% | +33.2% | +69.2% | +71.6% |
| 3Y | +673.8% | +38.4% | +635.4% | +529.4% |
| 5Y | +463.1% | +26.2% | +436.9% | +373.6% |
| All | +1,972.8% | +257.3% | +1,715.5% | +879.3% |
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