+123.8%
STX vs BP
+35.3%
+88.5%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -4.2% | -4.0% | -8.2% |
| 7D | -20.2% | -8.4% | -11.8% | -20.4% |
| 30D | -37.2% | +2.2% | -39.4% | -36.9% |
| 3M | -34.1% | +8.8% | -42.8% | -33.8% |
| 6M | -24.5% | -0.5% | -23.9% | -24.8% |
| YTD | +102.9% | +36.2% | +66.7% | +110.8% |
| 1Y | +123.8% | +36.6% | +87.2% | +122.7% |
| All | +123.8% | +35.3% | +88.5% | +122.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 1y: compounded portfolio wealth divided by compounded BP 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…
1y analysis · Full analysis span regression · 6 months rolling