+16,011.1%
STX vs BAC
+221.1%
+15,790.0%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.1% | +6.4% | +6.4% |
| 7D | +2.4% | +1.1% | +1.3% | +2.0% |
| 30D | +1.4% | -0.4% | +1.8% | +1.4% |
| 3M | -8.2% | +16.9% | -25.1% | -12.9% |
| 6M | +127.0% | +26.6% | +100.4% | +109.7% |
| YTD | +209.1% | +15.8% | +193.4% | +193.7% |
| 1Y | +365.4% | +27.2% | +338.3% | +328.0% |
| 3Y | +1,135.4% | +132.4% | +1,003.0% | +835.3% |
| 5Y | +991.5% | +72.6% | +918.9% | +801.6% |
| 10Y | +3,695.8% | +389.7% | +3,306.1% | +2,134.2% |
| All | +16,011.1% | +221.1% | +15,790.0% | +7,827.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling