+2,038.9%
STX vs BP
+141.7%
+1,897.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.2% | -2.4% | -1.6% |
| 7D | +16.8% | +2.5% | +14.3% | +16.0% |
| 30D | -27.0% | -5.6% | -21.5% | -25.7% |
| 3M | -37.9% | +8.0% | -45.9% | -39.7% |
| 6M | -32.5% | +5.7% | -38.2% | -34.2% |
| YTD | +98.6% | +36.8% | +61.8% | +75.8% |
| 1Y | +93.6% | +30.7% | +62.9% | +73.5% |
| 3Y | +699.1% | +51.6% | +647.5% | +570.3% |
| 5Y | +481.0% | +112.2% | +368.8% | +324.0% |
| All | +2,038.9% | +141.7% | +1,897.2% | +1,414.7% |
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 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