+8,757.3%
STX vs B
+291.2%
+8,466.1%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.3% | +0.5% | -16.8% | -16.3% |
| 7D | -33.4% | +4.3% | -37.7% | -33.9% |
| 30D | -42.1% | -0.9% | -41.2% | -42.1% |
| 3M | -44.3% | -1.4% | -42.9% | -44.5% |
| 6M | -39.4% | +5.0% | -44.4% | -40.1% |
| YTD | +70.0% | -5.8% | +75.8% | +70.4% |
| 1Y | +70.2% | +25.6% | +44.6% | +64.6% |
| 3Y | +585.2% | +161.6% | +423.5% | +500.6% |
| 5Y | +455.7% | +135.2% | +320.5% | +387.4% |
| 10Y | +2,007.9% | +170.7% | +1,837.1% | +1,654.0% |
| All | +8,757.3% | +291.2% | +8,466.1% | +6,815.9% |
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 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