+6,961.6%
STX vs AGG
+97.4%
+6,864.2%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.8% | -2.1% |
| 7D | +9.6% | -0.2% | +9.7% | +9.5% |
| 30D | +10.6% | -0.2% | +10.8% | +10.5% |
| 3M | +4.8% | -0.7% | +5.5% | +4.6% |
| 6M | +137.3% | -1.8% | +139.0% | +136.0% |
| YTD | +222.5% | -0.6% | +223.1% | +221.9% |
| 1Y | +366.2% | +0.4% | +365.9% | +366.7% |
| 3Y | +1,352.9% | +13.2% | +1,339.7% | +1,412.7% |
| 5Y | +1,077.4% | -2.0% | +1,079.4% | +1,017.4% |
| 10Y | +3,621.5% | +15.1% | +3,606.4% | +3,893.3% |
| All | +6,961.6% | +97.4% | +6,864.2% | +10,212.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling