+3,676.0%
STX vs BP
+126.3%
+3,549.8%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +2.4% | +4.0% | +5.7% |
| 7D | +10.7% | +0.9% | +9.8% | +10.5% |
| 30D | +11.3% | +9.1% | +2.1% | +8.0% |
| 3M | +3.2% | +3.9% | -0.7% | +1.7% |
| 6M | +157.0% | +13.6% | +143.3% | +144.0% |
| YTD | +229.2% | +34.0% | +195.2% | +194.3% |
| 1Y | +381.8% | +39.2% | +342.7% | +323.4% |
| 3Y | +1,383.2% | +36.4% | +1,346.8% | +1,191.8% |
| 5Y | +1,144.9% | +135.8% | +1,009.1% | +775.4% |
| 10Y | +3,676.0% | +125.0% | +3,551.0% | +2,583.4% |
| All | +3,676.0% | +126.3% | +3,549.8% | +2,583.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling