+481.0%
STX vs CP
+27.5%
+453.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.1% | -1.5% |
| 7D | +16.8% | +0.9% | +16.0% | +16.5% |
| 30D | -27.0% | +10.3% | -37.4% | -30.0% |
| 3M | -37.9% | +2.3% | -40.2% | -38.6% |
| 6M | -32.5% | +10.7% | -43.2% | -36.1% |
| YTD | +98.6% | +29.3% | +69.3% | +72.5% |
| 1Y | +93.6% | +31.5% | +62.1% | +66.9% |
| 3Y | +699.1% | +36.7% | +662.3% | +554.5% |
| 5Y | +481.0% | +26.8% | +454.2% | +381.0% |
| All | +481.0% | +27.5% | +453.5% | +381.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling