+1,092.8%
STX vs BG
+88.4%
+1,004.4%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.9% | -3.5% | -2.9% |
| 7D | +8.0% | +3.7% | +4.3% | +7.1% |
| 30D | +5.1% | +12.3% | -7.2% | +2.5% |
| 3M | +5.8% | -2.2% | +8.0% | +5.9% |
| 6M | +124.9% | +5.3% | +119.6% | +121.4% |
| YTD | +213.9% | +42.4% | +171.5% | +189.4% |
| 1Y | +350.4% | +55.2% | +295.2% | +306.3% |
| 3Y | +1,314.2% | +21.0% | +1,293.2% | +1,228.4% |
| 5Y | +1,092.8% | +87.1% | +1,005.7% | +784.5% |
| All | +1,092.8% | +88.4% | +1,004.4% | +784.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling