+3,343.4%
STX vs AGG
+14.2%
+3,329.2%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.1% | -3.7% | -3.7% |
| 7D | -2.3% | -1.1% | -1.2% | -2.0% |
| 30D | -5.5% | -1.1% | -4.3% | -5.2% |
| 3M | -4.3% | -1.9% | -2.4% | -3.8% |
| 6M | +115.6% | -1.7% | +117.3% | +116.7% |
| YTD | +202.2% | -1.3% | +203.5% | +203.4% |
| 1Y | +325.3% | -0.7% | +326.0% | +326.4% |
| 3Y | +1,283.9% | +12.5% | +1,271.4% | +1,252.3% |
| 5Y | +1,048.3% | -2.5% | +1,050.8% | +978.3% |
| All | +3,343.4% | +14.2% | +3,329.2% | +3,603.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AGG.
Daily Out/Under-Performance
Portfolio return minus AGG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGG 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 AGG 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