+3,621.5%
STX vs BAX
-37.8%
+3,659.3%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.9% | -0.2% | -1.6% |
| 7D | +9.6% | -5.1% | +14.7% | +11.0% |
| 30D | +10.6% | -12.2% | +22.8% | +14.1% |
| 3M | +4.8% | +21.8% | -17.0% | -2.7% |
| 6M | +137.3% | +36.3% | +100.9% | +110.8% |
| YTD | +222.5% | +27.8% | +194.7% | +187.8% |
| 1Y | +366.2% | -0.1% | +366.3% | +349.7% |
| 3Y | +1,352.9% | -33.3% | +1,386.2% | +1,468.3% |
| 5Y | +1,077.4% | -67.1% | +1,144.5% | +1,668.3% |
| 10Y | +3,621.5% | -36.9% | +3,658.4% | +4,123.2% |
| All | +3,621.5% | -37.8% | +3,659.3% | +4,123.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling