+673.8%
STX vs BP
+51.6%
+622.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.9% | -4.0% | -3.3% |
| 7D | +14.6% | +3.8% | +10.8% | +13.7% |
| 30D | -26.0% | -5.3% | -20.7% | -25.2% |
| 3M | -42.6% | +9.3% | -51.9% | -43.8% |
| 6M | -35.3% | +7.2% | -42.5% | -36.4% |
| YTD | +92.5% | +38.0% | +54.4% | +75.2% |
| 1Y | +102.4% | +33.2% | +69.2% | +85.7% |
| 3Y | +673.8% | +50.3% | +623.5% | +564.3% |
| All | +673.8% | +51.6% | +622.3% | +564.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling