+2,071.0%
STX vs BAH
+218.8%
+1,852.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +1.6% | +8.2% | +9.6% |
| 7D | -14.8% | -1.5% | -13.3% | -14.6% |
| 30D | -35.4% | +17.3% | -52.6% | -37.0% |
| 3M | -37.7% | +14.9% | -52.5% | -39.3% |
| 6M | -35.2% | +14.2% | -49.5% | -37.2% |
| YTD | +84.4% | +5.1% | +79.3% | +79.5% |
| 1Y | +82.3% | +2.1% | +80.2% | +78.6% |
| 3Y | +646.2% | -26.0% | +672.2% | +663.7% |
| 5Y | +487.4% | +9.0% | +478.5% | +412.2% |
| 10Y | +2,071.0% | +208.8% | +1,862.2% | +1,242.5% |
| All | +2,071.0% | +218.8% | +1,852.3% | +1,242.5% |
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