+737.9%
BE vs STX
+1,230.3%
-492.4%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.0% | +10.0% | +3.0% | +5.9% |
| 7D | +4.5% | -1.0% | +5.5% | +6.0% |
| 30D | -20.1% | -26.8% | +6.6% | +0.3% |
| 3M | -0.8% | -32.7% | +31.9% | +27.9% |
| 6M | -26.2% | -33.7% | +7.5% | -1.9% |
| YTD | +141.1% | +101.0% | +40.1% | +52.1% |
| 1Y | +64.8% | +92.7% | -27.9% | +8.3% |
| 3Y | +1,887.4% | +708.7% | +1,178.7% | +417.0% |
| 5Y | +518.1% | +504.0% | +14.1% | +83.9% |
| All | +737.9% | +1,230.3% | -492.4% | +39.6% |
Cumulative growth
Daily Returns
Daily percentage return beside STX.
Daily Out/Under-Performance
Portfolio return minus STX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STX 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 STX 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