+8,652.1%
STX vs B
+293.3%
+8,358.8%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.7% | -1.3% |
| 7D | -28.5% | +9.6% | -38.1% | -29.5% |
| 30D | -42.9% | +3.5% | -46.4% | -43.3% |
| 3M | -45.9% | -1.6% | -44.3% | -46.1% |
| 6M | -41.3% | -1.7% | -39.6% | -41.5% |
| YTD | +67.9% | -5.3% | +73.3% | +68.3% |
| 1Y | +66.5% | +27.2% | +39.3% | +60.8% |
| 3Y | +588.0% | +166.1% | +421.9% | +501.8% |
| 5Y | +449.1% | +136.5% | +312.6% | +381.2% |
| 10Y | +1,982.8% | +172.2% | +1,810.6% | +1,631.9% |
| All | +8,652.1% | +293.3% | +8,358.8% | +6,728.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling