+673.8%
STX vs BAH
-26.8%
+700.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.3% | -2.8% | -3.1% |
| 7D | +14.6% | +1.7% | +12.9% | +14.8% |
| 30D | -26.0% | +20.8% | -46.7% | -24.6% |
| 3M | -42.6% | +11.6% | -54.2% | -41.9% |
| 6M | -35.3% | +23.1% | -58.4% | -33.3% |
| YTD | +92.5% | +5.3% | +87.2% | +98.5% |
| 1Y | +102.4% | +6.1% | +96.3% | +108.6% |
| 3Y | +673.8% | -27.5% | +701.3% | +717.1% |
| All | +673.8% | -26.8% | +700.6% | +717.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling