+9,929.9%
STX vs BG
+641.8%
+9,288.1%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.7% | -4.8% | -3.7% |
| 7D | +14.6% | +2.6% | +12.0% | +13.7% |
| 30D | -26.0% | -6.7% | -19.3% | -24.4% |
| 3M | -42.6% | -9.3% | -33.4% | -41.1% |
| 6M | -35.3% | -18.3% | -16.9% | -31.5% |
| YTD | +92.5% | +16.2% | +76.3% | +79.6% |
| 1Y | +102.4% | +7.6% | +94.8% | +93.7% |
| 3Y | +673.8% | +6.6% | +667.3% | +622.3% |
| 5Y | +463.1% | +22.2% | +440.9% | +384.3% |
| 10Y | +2,014.6% | +112.0% | +1,902.6% | +1,272.2% |
| All | +9,929.9% | +641.8% | +9,288.1% | +3,895.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling