+8,652.1%
STX vs BAX
+145.5%
+8,506.7%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.7% | -1.4% |
| 7D | -28.5% | +12.1% | -40.6% | -31.2% |
| 30D | -42.9% | +7.6% | -50.5% | -44.5% |
| 3M | -45.9% | -4.5% | -41.4% | -45.6% |
| 6M | -41.3% | +52.0% | -93.3% | -50.7% |
| YTD | +67.9% | +35.1% | +32.8% | +43.9% |
| 1Y | +66.5% | +43.7% | +22.8% | +38.7% |
| 3Y | +588.0% | -20.9% | +608.9% | +587.4% |
| 5Y | +449.1% | -63.5% | +512.6% | +644.6% |
| 10Y | +1,982.8% | -36.0% | +2,018.8% | +2,094.8% |
| All | +8,652.1% | +145.5% | +8,506.7% | +6,094.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling