+16,011.1%
STX vs BG
+766.3%
+15,244.8%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.2% | +7.5% | +6.7% |
| 7D | +2.4% | +2.8% | -0.4% | +1.3% |
| 30D | +1.4% | +12.0% | -10.7% | -2.6% |
| 3M | -8.2% | -7.7% | -0.5% | -6.3% |
| 6M | +127.0% | +4.5% | +122.5% | +121.5% |
| YTD | +209.1% | +35.7% | +173.5% | +175.3% |
| 1Y | +365.4% | +50.1% | +315.4% | +297.7% |
| 3Y | +1,135.4% | +12.6% | +1,122.8% | +1,036.9% |
| 5Y | +991.5% | +75.4% | +916.1% | +729.9% |
| 10Y | +3,695.8% | +150.5% | +3,545.3% | +2,225.4% |
| All | +16,011.1% | +766.3% | +15,244.8% | +6,024.7% |
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