+487.4%
STX vs BA
-22.5%
+509.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -0.6% | +10.4% | +10.0% |
| 7D | -14.8% | -1.7% | -13.0% | -14.3% |
| 30D | -35.4% | -9.5% | -25.9% | -33.6% |
| 3M | -37.7% | -26.5% | -11.2% | -31.8% |
| 6M | -35.2% | -27.4% | -7.9% | -29.3% |
| YTD | +84.4% | -20.6% | +105.0% | +94.4% |
| 1Y | +82.3% | -11.4% | +93.7% | +84.8% |
| 3Y | +646.2% | -10.8% | +657.1% | +616.7% |
| 5Y | +487.4% | -21.9% | +509.3% | +438.4% |
| All | +487.4% | -22.5% | +509.9% | +438.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling