+2,038.9%
STX vs BA
+24.8%
+2,014.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.5% | -0.7% |
| 7D | +16.8% | -0.6% | +17.4% | +17.0% |
| 30D | -27.0% | -8.0% | -19.0% | -25.5% |
| 3M | -37.9% | -25.8% | -12.1% | -32.4% |
| 6M | -32.5% | -27.6% | -4.9% | -26.6% |
| YTD | +98.6% | -21.0% | +119.6% | +109.6% |
| 1Y | +93.6% | -12.3% | +105.8% | +97.5% |
| 3Y | +699.1% | -12.8% | +711.8% | +689.4% |
| 5Y | +481.0% | -22.4% | +503.4% | +476.3% |
| All | +2,038.9% | +24.8% | +2,014.1% | +1,278.9% |
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