+588.0%
STX vs BAC
+85.9%
+502.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -0.8% |
| 7D | -28.5% | -1.2% | -27.3% | -27.9% |
| 30D | -42.9% | -7.7% | -35.3% | -40.3% |
| 3M | -45.9% | -21.2% | -24.8% | -38.9% |
| 6M | -41.3% | -6.8% | -34.4% | -39.8% |
| YTD | +67.9% | -8.7% | +76.6% | +73.6% |
| 1Y | +66.5% | -5.3% | +71.8% | +68.6% |
| 3Y | +588.0% | +87.4% | +500.5% | +396.3% |
| All | +588.0% | +85.9% | +502.0% | +396.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling