+1,335.2%
STX vs BP
+33.3%
+1,301.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.5% | +5.8% | +6.2% |
| 7D | +2.4% | +3.9% | -1.6% | +1.5% |
| 30D | +1.4% | +7.6% | -6.2% | -0.2% |
| 3M | -8.2% | +0.7% | -8.9% | -8.2% |
| 6M | +127.0% | +15.5% | +111.5% | +117.7% |
| YTD | +209.1% | +30.8% | +178.3% | +186.5% |
| 1Y | +365.4% | +34.3% | +331.1% | +325.6% |
| All | +1,335.2% | +33.3% | +1,301.8% | +1,180.9% |
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