+1,337.5%
STX vs BBY
+38.5%
+1,299.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.1% | -2.7% | -2.7% |
| 7D | +8.0% | +0.7% | +7.3% | +7.8% |
| 30D | +5.1% | +5.8% | -0.7% | +3.6% |
| 3M | +5.8% | +18.0% | -12.3% | +1.1% |
| 6M | +124.9% | +39.8% | +85.1% | +104.0% |
| YTD | +213.9% | +35.4% | +178.5% | +185.7% |
| 1Y | +350.4% | +21.4% | +329.0% | +325.7% |
| All | +1,337.5% | +38.5% | +1,299.0% | +1,226.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling