+16,011.1%
STX vs CSGP
+1,649.3%
+14,361.8%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -2.4% | +8.8% | +7.1% |
| 7D | +2.4% | -4.1% | +6.4% | +3.7% |
| 30D | +1.4% | +2.3% | -0.9% | -0.3% |
| 3M | -8.2% | -8.2% | 0.0% | -8.9% |
| 6M | +127.0% | -35.1% | +162.1% | +152.5% |
| YTD | +209.1% | -54.0% | +263.2% | +283.4% |
| 1Y | +365.4% | -65.3% | +430.7% | +536.3% |
| 3Y | +1,135.4% | -62.6% | +1,198.0% | +1,492.8% |
| 5Y | +991.5% | -64.8% | +1,056.3% | +1,288.9% |
| 10Y | +3,695.8% | +45.1% | +3,650.7% | +2,372.9% |
| All | +16,011.1% | +1,649.3% | +14,361.8% | +4,192.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling