+381.8%
STX vs BBWI
-33.4%
+415.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -3.1% | +9.6% | +6.8% |
| 7D | +10.7% | +1.6% | +9.2% | +10.5% |
| 30D | +11.3% | -6.2% | +17.5% | +11.9% |
| 3M | +3.2% | +4.3% | -1.1% | +1.2% |
| 6M | +157.0% | -7.2% | +164.1% | +156.4% |
| YTD | +229.2% | -3.0% | +232.2% | +222.6% |
| 1Y | +381.8% | -30.8% | +412.6% | +333.5% |
| All | +381.8% | -33.4% | +415.2% | +333.5% |
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