+2,038.9%
STX vs BAH
+197.5%
+1,841.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.1% |
| 7D | +16.8% | -3.2% | +20.1% | +17.4% |
| 30D | -27.0% | +19.5% | -46.6% | -29.1% |
| 3M | -37.9% | +11.1% | -49.0% | -39.1% |
| 6M | -32.5% | +16.3% | -48.8% | -34.8% |
| YTD | +98.6% | +4.8% | +93.8% | +93.4% |
| 1Y | +93.6% | +4.9% | +88.7% | +88.3% |
| 3Y | +699.1% | -27.0% | +726.1% | +721.3% |
| 5Y | +481.0% | +5.7% | +475.3% | +412.4% |
| All | +2,038.9% | +197.5% | +1,841.5% | +1,251.0% |
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