+1,337.5%
STX vs AGG
+12.6%
+1,325.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.7% | -2.0% | -2.1% |
| 7D | +8.0% | -0.9% | +8.9% | +8.8% |
| 30D | +5.1% | -1.0% | +6.1% | +5.9% |
| 3M | +5.8% | -1.3% | +7.0% | +6.8% |
| 6M | +124.9% | -2.1% | +127.0% | +129.0% |
| YTD | +213.9% | -1.2% | +215.1% | +217.7% |
| 1Y | +350.4% | -0.5% | +350.9% | +352.6% |
| All | +1,337.5% | +12.6% | +1,325.0% | +1,163.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling