+3,676.0%
STX vs BAH
+182.5%
+3,493.5%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -0.9% | +7.4% | +6.6% |
| 7D | +10.7% | -4.3% | +15.1% | +11.5% |
| 30D | +11.3% | -4.5% | +15.7% | +11.9% |
| 3M | +3.2% | -7.6% | +10.8% | +4.1% |
| 6M | +157.0% | -10.6% | +167.6% | +159.9% |
| YTD | +229.2% | -12.6% | +241.8% | +230.7% |
| 1Y | +381.8% | -27.0% | +408.8% | +404.5% |
| 3Y | +1,383.2% | -31.5% | +1,414.7% | +1,406.7% |
| 5Y | +1,144.9% | -3.8% | +1,148.7% | +995.7% |
| 10Y | +3,676.0% | +183.9% | +3,492.1% | +2,324.7% |
| All | +3,676.0% | +182.5% | +3,493.5% | +2,324.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 10y: compounded portfolio wealth divided by compounded BAH 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…
10y analysis · Full analysis span regression · 6 months rolling