+1,967.8%
STX vs BAC
+247.0%
+1,720.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -1.0% |
| 7D | -17.3% | +2.1% | -19.3% | -18.0% |
| 30D | -35.9% | -6.7% | -29.2% | -33.6% |
| 3M | -37.3% | -20.2% | -17.1% | -30.1% |
| 6M | -35.8% | -0.2% | -35.6% | -36.2% |
| YTD | +82.7% | -6.4% | +89.1% | +87.2% |
| 1Y | +71.6% | -3.1% | +74.7% | +73.0% |
| 3Y | +635.3% | +96.7% | +538.5% | +420.6% |
| 5Y | +483.8% | +21.3% | +462.5% | +410.6% |
| 10Y | +1,967.8% | +237.7% | +1,730.1% | +1,071.0% |
| All | +1,967.8% | +247.0% | +1,720.8% | +1,071.0% |
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