+3,343.4%
STX vs BBY
+252.7%
+3,090.7%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +3.1% | -6.8% | -4.7% |
| 7D | -2.3% | +0.6% | -2.8% | -2.5% |
| 30D | -5.5% | +9.4% | -14.9% | -8.6% |
| 3M | -4.3% | +19.3% | -23.6% | -10.8% |
| 6M | +115.6% | +47.9% | +67.7% | +84.3% |
| YTD | +202.2% | +39.6% | +162.6% | +161.5% |
| 1Y | +325.3% | +22.2% | +303.1% | +285.6% |
| 3Y | +1,283.9% | +45.0% | +1,238.9% | +1,035.5% |
| 5Y | +1,048.3% | +2.6% | +1,045.7% | +933.7% |
| All | +3,343.4% | +252.7% | +3,090.7% | +1,918.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 BBY 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