+1,883.6%
STX vs BA
+33.2%
+1,850.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.7% | -1.3% |
| 7D | -28.5% | +1.1% | -29.6% | -28.7% |
| 30D | -42.9% | -7.9% | -35.0% | -41.7% |
| 3M | -45.9% | -25.3% | -20.6% | -41.3% |
| 6M | -41.3% | -24.6% | -16.7% | -36.9% |
| YTD | +67.9% | -20.1% | +88.1% | +76.7% |
| 1Y | +66.5% | -11.8% | +78.3% | +69.6% |
| 3Y | +588.0% | -10.1% | +598.1% | +573.4% |
| 5Y | +449.1% | -22.7% | +471.8% | +445.4% |
| All | +1,883.6% | +33.2% | +1,850.5% | +1,107.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BA.
Daily Out/Under-Performance
Portfolio return minus BA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BA 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 10y: compounded portfolio wealth divided by compounded BA 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…
10y analysis · Full analysis span regression · 6 months rolling