+1,019.5%
STX vs BAC
+71.7%
+947.8%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.1% | +6.4% | +6.4% |
| 7D | +2.4% | +1.1% | +1.3% | +1.7% |
| 30D | +1.4% | -0.4% | +1.8% | +1.5% |
| 3M | -8.2% | +16.9% | -25.1% | -16.0% |
| 6M | +127.0% | +26.6% | +100.4% | +98.4% |
| YTD | +209.1% | +15.8% | +193.4% | +183.2% |
| 1Y | +365.4% | +27.2% | +338.3% | +302.9% |
| 3Y | +1,135.4% | +132.4% | +1,003.0% | +667.3% |
| All | +1,019.5% | +71.7% | +947.8% | +678.8% |
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