+2,038.9%
STX vs BAC
+225.3%
+1,813.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.0% |
| 7D | +16.8% | +1.5% | +15.3% | +16.1% |
| 30D | -27.0% | -6.4% | -20.6% | -24.5% |
| 3M | -37.9% | -21.7% | -16.2% | -30.2% |
| 6M | -32.5% | +0.5% | -33.0% | -33.1% |
| YTD | +98.6% | -6.7% | +105.3% | +103.8% |
| 1Y | +93.6% | -4.7% | +98.2% | +96.7% |
| 3Y | +699.1% | +96.1% | +603.0% | +466.6% |
| 5Y | +481.0% | +21.7% | +459.3% | +407.5% |
| All | +2,038.9% | +225.3% | +1,813.6% | +1,150.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling