+476.2%
STX vs BG
+21.9%
+454.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.7% | -4.8% | -3.4% |
| 7D | +14.6% | +2.6% | +12.0% | +14.1% |
| 30D | -26.0% | -6.7% | -19.3% | -25.1% |
| 3M | -42.6% | -9.3% | -33.4% | -41.7% |
| 6M | -35.3% | -18.3% | -16.9% | -33.0% |
| YTD | +92.5% | +16.2% | +76.3% | +84.9% |
| 1Y | +102.4% | +7.6% | +94.8% | +97.3% |
| 3Y | +673.8% | +6.6% | +667.3% | +641.9% |
| All | +476.2% | +21.9% | +454.3% | +405.6% |
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