+1,967.8%
STX vs BAX
-34.5%
+2,002.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -17.3% | +3.6% | -20.9% | -17.9% |
| 30D | -35.9% | +8.5% | -44.4% | -37.4% |
| 3M | -37.3% | -4.9% | -32.5% | -36.8% |
| 6M | -35.8% | +47.0% | -82.8% | -43.8% |
| YTD | +82.7% | +38.4% | +44.3% | +59.6% |
| 1Y | +71.6% | +49.1% | +22.5% | +45.5% |
| 3Y | +635.3% | -14.9% | +650.2% | +627.5% |
| 5Y | +483.8% | -63.1% | +546.9% | +742.9% |
| 10Y | +1,967.8% | -35.6% | +2,003.4% | +2,490.3% |
| All | +1,967.8% | -34.5% | +2,002.3% | +2,490.3% |
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