+123.8%
STX vs BAC
-0.5%
+124.3%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +4.0% | -12.1% | -9.4% |
| 7D | -20.2% | +1.5% | -21.7% | -20.5% |
| 30D | -37.2% | -4.4% | -32.8% | -36.1% |
| 3M | -34.1% | -17.5% | -16.6% | -29.5% |
| 6M | -24.5% | -0.1% | -24.4% | -26.3% |
| YTD | +102.9% | -4.6% | +107.6% | +102.1% |
| 1Y | +123.8% | -1.5% | +125.3% | +117.9% |
| All | +123.8% | -0.5% | +124.3% | +117.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BAC.
Daily Out/Under-Performance
Portfolio return minus BAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAC 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 1y: compounded portfolio wealth divided by compounded BAC 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…
1y analysis · Full analysis span regression · 6 months rolling