+123.8%
STX vs BG
+7.2%
+116.6%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +2.4% | -10.6% | -8.4% |
| 7D | -20.2% | -3.8% | -16.4% | -19.9% |
| 30D | -37.2% | -9.6% | -27.6% | -36.5% |
| 3M | -34.1% | -8.5% | -25.5% | -33.5% |
| 6M | -24.5% | -23.0% | -1.4% | -21.5% |
| YTD | +102.9% | +10.9% | +92.1% | +98.5% |
| 1Y | +123.8% | +6.0% | +117.8% | +117.8% |
| All | +123.8% | +7.2% | +116.6% | +117.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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