+1,092.8%
STX vs AGG
-2.5%
+1,095.3%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.7% | -2.0% | -2.3% |
| 7D | +8.0% | -0.9% | +8.9% | +8.6% |
| 30D | +5.1% | -1.0% | +6.1% | +5.7% |
| 3M | +5.8% | -1.3% | +7.0% | +6.5% |
| 6M | +124.9% | -2.1% | +127.0% | +127.9% |
| YTD | +213.9% | -1.2% | +215.1% | +216.6% |
| 1Y | +350.4% | -0.5% | +350.9% | +352.1% |
| 3Y | +1,314.2% | +12.4% | +1,301.8% | +1,220.8% |
| 5Y | +1,092.8% | -2.4% | +1,095.2% | +1,017.9% |
| All | +1,092.8% | -2.5% | +1,095.3% | +1,017.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling