+8,652.1%
STX vs BAC
+153.2%
+8,499.0%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.0% |
| 7D | -28.5% | -1.2% | -27.3% | -28.1% |
| 30D | -42.9% | -7.7% | -35.3% | -41.3% |
| 3M | -45.9% | -21.2% | -24.8% | -41.6% |
| 6M | -41.3% | -6.8% | -34.4% | -40.2% |
| YTD | +67.9% | -8.7% | +76.6% | +72.3% |
| 1Y | +66.5% | -5.3% | +71.8% | +68.9% |
| 3Y | +588.0% | +87.4% | +500.5% | +459.4% |
| 5Y | +449.1% | +18.9% | +430.1% | +410.6% |
| 10Y | +1,982.8% | +273.3% | +1,709.5% | +1,237.0% |
| All | +8,652.1% | +153.2% | +8,499.0% | +4,549.9% |
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