+6,179.5%
STX vs BAH
+1,056.2%
+5,123.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.4% | +3.3% | -0.2% |
| 7D | -28.5% | -3.5% | -24.9% | -28.0% |
| 30D | -42.9% | +24.3% | -67.2% | -45.8% |
| 3M | -45.9% | +16.3% | -62.2% | -48.2% |
| 6M | -41.3% | +13.6% | -54.9% | -44.1% |
| YTD | +67.9% | +3.5% | +64.4% | +61.1% |
| 1Y | +66.5% | +2.7% | +63.8% | +59.9% |
| 3Y | +588.0% | -26.6% | +614.5% | +599.1% |
| 5Y | +449.1% | +8.5% | +440.5% | +375.8% |
| 10Y | +1,982.8% | +225.1% | +1,757.7% | +1,089.6% |
| All | +6,179.5% | +1,056.2% | +5,123.3% | +2,112.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling