+93.6%
STX vs BAX
+40.9%
+52.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.3% | +1.1% | -1.6% |
| 7D | +16.8% | +0.4% | +16.5% | +16.9% |
| 30D | -27.0% | +3.4% | -30.5% | -26.1% |
| 3M | -37.9% | -4.5% | -33.4% | -38.3% |
| 6M | -32.5% | +44.0% | -76.5% | -28.0% |
| YTD | +98.6% | +34.9% | +63.7% | +106.5% |
| 1Y | +93.6% | +37.9% | +55.7% | +101.6% |
| All | +93.6% | +40.9% | +52.7% | +101.6% |
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