+3,343.4%
STX vs BG
+166.7%
+3,176.7%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.7% | -2.0% | -3.3% |
| 7D | -2.3% | +3.1% | -5.4% | -3.0% |
| 30D | -5.5% | +10.2% | -15.7% | -7.9% |
| 3M | -4.3% | -1.7% | -2.6% | -4.2% |
| 6M | +115.6% | +1.0% | +114.6% | +113.8% |
| YTD | +202.2% | +39.9% | +162.3% | +174.4% |
| 1Y | +325.3% | +53.2% | +272.1% | +275.2% |
| 3Y | +1,283.9% | +16.3% | +1,267.6% | +1,193.3% |
| 5Y | +1,048.3% | +83.9% | +964.4% | +812.0% |
| All | +3,343.4% | +166.7% | +3,176.7% | +2,213.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling