+1,376.8%
STX vs BG
+19.0%
+1,357.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.7% | -2.0% |
| 7D | +9.6% | +0.5% | +9.0% | +9.5% |
| 30D | +10.6% | +10.3% | +0.3% | +8.9% |
| 3M | +4.8% | -1.9% | +6.7% | +4.9% |
| 6M | +137.3% | +5.2% | +132.0% | +134.6% |
| YTD | +222.5% | +41.2% | +181.3% | +205.9% |
| 1Y | +366.2% | +50.5% | +315.7% | +338.0% |
| All | +1,376.8% | +19.0% | +1,357.8% | +1,304.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling