+123.8%
STX vs BAX
+46.0%
+77.8%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +4.0% | -12.1% | -7.1% |
| 7D | -20.2% | +4.1% | -24.3% | -19.1% |
| 30D | -37.2% | +9.4% | -46.6% | -35.5% |
| 3M | -34.1% | -6.5% | -27.6% | -34.7% |
| 6M | -24.5% | +59.6% | -84.0% | -18.2% |
| YTD | +102.9% | +38.9% | +64.1% | +116.9% |
| 1Y | +123.8% | +48.0% | +75.8% | +143.0% |
| All | +123.8% | +46.0% | +77.8% | +143.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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