+3,676.0%
STX vs BAC
+394.6%
+3,281.4%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -0.5% | +7.0% | +6.7% |
| 7D | +10.7% | +1.2% | +9.6% | +10.1% |
| 30D | +11.3% | -0.7% | +12.0% | +11.5% |
| 3M | +3.2% | +16.9% | -13.7% | -4.7% |
| 6M | +157.0% | +29.6% | +127.4% | +124.9% |
| YTD | +229.2% | +15.3% | +214.0% | +204.9% |
| 1Y | +381.8% | +28.8% | +353.0% | +320.8% |
| 3Y | +1,383.2% | +136.4% | +1,246.8% | +856.6% |
| 5Y | +1,144.9% | +72.9% | +1,072.0% | +818.3% |
| 10Y | +3,676.0% | +391.8% | +3,284.3% | +1,540.1% |
| All | +3,676.0% | +394.6% | +3,281.4% | +1,540.1% |
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