+455.7%
STX vs CSGP
-62.1%
+517.7%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.3% | -1.6% | -14.6% | -16.3% |
| 7D | -33.4% | +13.9% | -47.3% | -33.4% |
| 30D | -42.1% | +16.0% | -58.1% | -42.4% |
| 3M | -44.3% | +6.1% | -50.4% | -44.5% |
| 6M | -39.4% | -8.2% | -31.2% | -38.7% |
| YTD | +70.0% | -52.3% | +122.3% | +96.7% |
| 1Y | +70.2% | -54.5% | +124.7% | +99.0% |
| 3Y | +585.2% | -58.6% | +643.7% | +696.8% |
| 5Y | +455.7% | -61.5% | +517.2% | +572.2% |
| All | +455.7% | -62.1% | +517.7% | +572.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 CSGP 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