+365.4%
STX vs BAX
+9.9%
+355.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.0% | +5.3% | +6.5% |
| 7D | +2.4% | -1.1% | +3.5% | +2.1% |
| 30D | +1.4% | -5.5% | +6.8% | +0.6% |
| 3M | -8.2% | +33.5% | -41.8% | -4.7% |
| 6M | +127.0% | +35.9% | +91.2% | +133.6% |
| YTD | +209.1% | +35.4% | +173.8% | +214.7% |
| 1Y | +365.4% | +9.8% | +355.7% | +398.2% |
| All | +365.4% | +9.9% | +355.5% | +398.2% |
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