+443.6%
STX vs BAC
+18.0%
+425.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -39.7% |
| YTD | +67.9% | -8.7% | +76.6% | +74.1% |
| 1Y | +66.5% | -5.3% | +71.8% | +69.3% |
| 3Y | +588.0% | +87.4% | +500.5% | +378.8% |
| All | +443.6% | +18.0% | +425.7% | +371.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling