+1,019.5%
STX vs BP
+128.1%
+891.4%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.5% | +5.8% | +6.2% |
| 7D | +2.4% | +3.9% | -1.6% | +1.2% |
| 30D | +1.4% | +7.6% | -6.2% | -0.8% |
| 3M | -8.2% | +0.7% | -8.9% | -8.4% |
| 6M | +127.0% | +15.5% | +111.5% | +115.2% |
| YTD | +209.1% | +30.8% | +178.3% | +180.9% |
| 1Y | +365.4% | +34.3% | +331.1% | +317.1% |
| 3Y | +1,135.4% | +35.1% | +1,100.3% | +987.1% |
| All | +1,019.5% | +128.1% | +891.4% | +693.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling