+2,071.0%
STX vs BAC
+257.8%
+1,813.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +2.3% | +7.5% | +8.7% |
| 7D | -14.8% | +2.0% | -16.7% | -15.4% |
| 30D | -35.4% | -6.9% | -28.4% | -32.9% |
| 3M | -37.7% | -19.6% | -18.1% | -30.8% |
| 6M | -35.2% | -0.5% | -34.8% | -35.6% |
| YTD | +84.4% | -6.6% | +91.0% | +89.1% |
| 1Y | +82.3% | -3.0% | +85.2% | +83.6% |
| 3Y | +646.2% | +97.3% | +548.9% | +427.3% |
| 5Y | +487.4% | +21.9% | +465.6% | +412.6% |
| 10Y | +2,071.0% | +251.7% | +1,819.4% | +1,076.6% |
| All | +2,071.0% | +257.8% | +1,813.2% | +1,076.6% |
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