+476.2%
STX vs B
+107.0%
+369.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.7% | -2.4% | -2.9% |
| 7D | +14.6% | -7.3% | +21.9% | +16.8% |
| 30D | -26.0% | -3.3% | -22.6% | -25.5% |
| 3M | -42.6% | -7.8% | -34.9% | -42.0% |
| 6M | -35.3% | -15.5% | -19.7% | -33.3% |
| YTD | +92.5% | -12.3% | +104.7% | +96.6% |
| 1Y | +102.4% | +5.4% | +97.0% | +99.1% |
| 3Y | +673.8% | +165.5% | +508.3% | +542.9% |
| All | +476.2% | +107.0% | +369.1% | +359.9% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 B 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