+673.8%
STX vs BBWI
-24.0%
+697.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.5% | -4.6% | -3.3% |
| 7D | +14.6% | +0.1% | +14.5% | +14.6% |
| 30D | -26.0% | +12.9% | -38.8% | -27.5% |
| 3M | -42.6% | +16.0% | -58.6% | -44.4% |
| 6M | -35.3% | +16.6% | -51.9% | -38.2% |
| YTD | +92.5% | +9.7% | +82.7% | +83.9% |
| 1Y | +102.4% | +1.5% | +100.9% | +94.9% |
| 3Y | +673.8% | -21.4% | +695.2% | +688.9% |
| All | +673.8% | -24.0% | +697.8% | +688.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling