+381.8%
STX vs BAH
-27.4%
+409.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -0.9% | +7.4% | +6.2% |
| 7D | +10.7% | -4.3% | +15.1% | +9.2% |
| 30D | +11.3% | -4.5% | +15.7% | +9.9% |
| 3M | +3.2% | -7.6% | +10.8% | +5.9% |
| 6M | +157.0% | -10.6% | +167.6% | +163.6% |
| YTD | +229.2% | -12.6% | +241.8% | +238.7% |
| 1Y | +381.8% | -27.0% | +408.8% | +394.6% |
| All | +381.8% | -27.4% | +409.2% | +394.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling