+8,652.1%
STX vs BBWI
+435.5%
+8,216.6%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.3% | +2.1% | -0.3% |
| 7D | -28.5% | -6.2% | -22.3% | -27.2% |
| 30D | -42.9% | +19.9% | -62.8% | -45.9% |
| 3M | -45.9% | +7.1% | -53.1% | -47.6% |
| 6M | -41.3% | +13.7% | -55.0% | -44.9% |
| YTD | +67.9% | +9.6% | +58.4% | +56.7% |
| 1Y | +66.5% | -1.6% | +68.2% | +58.5% |
| 3Y | +588.0% | -25.9% | +613.8% | +569.6% |
| 5Y | +449.1% | -67.8% | +516.9% | +547.7% |
| 10Y | +1,982.8% | -43.5% | +2,026.3% | +1,592.0% |
| All | +8,652.1% | +435.5% | +8,216.6% | +1,767.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling