+71.6%
STX vs BAX
+47.2%
+24.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -17.3% | +3.6% | -20.9% | -16.6% |
| 30D | -35.9% | +8.5% | -44.4% | -34.5% |
| 3M | -37.3% | -4.9% | -32.5% | -37.8% |
| 6M | -35.8% | +47.0% | -82.8% | -30.9% |
| YTD | +82.7% | +38.4% | +44.3% | +92.8% |
| 1Y | +71.6% | +49.1% | +22.5% | +83.8% |
| All | +71.6% | +47.2% | +24.4% | +83.8% |
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