+123.8%
STX vs BBWI
+2.4%
+121.4%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +4.1% | -12.2% | -8.5% |
| 7D | -20.2% | +8.8% | -29.0% | -20.9% |
| 30D | -37.2% | +34.8% | -72.0% | -39.5% |
| 3M | -34.1% | +12.9% | -47.0% | -35.2% |
| 6M | -24.5% | +29.6% | -54.0% | -28.7% |
| YTD | +102.9% | +20.8% | +82.2% | +91.6% |
| 1Y | +123.8% | +4.1% | +119.7% | +117.6% |
| All | +123.8% | +2.4% | +121.4% | +117.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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