+3,699.0%
STX vs BB
+3.7%
+3,695.4%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +2.2% | +4.3% | +6.0% |
| 7D | +10.7% | +0.5% | +10.2% | +10.6% |
| 30D | +11.3% | -12.4% | +23.6% | +14.3% |
| 3M | +3.2% | -15.3% | +18.5% | +6.3% |
| 6M | +157.0% | +128.8% | +28.2% | +115.1% |
| YTD | +229.2% | +107.7% | +121.6% | +180.6% |
| 1Y | +381.8% | +103.9% | +278.0% | +309.1% |
| 3Y | +1,383.2% | +72.6% | +1,310.6% | +1,129.1% |
| 5Y | +1,144.9% | -24.3% | +1,169.1% | +1,062.4% |
| All | +3,699.0% | +3.7% | +3,695.4% | +2,808.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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