+476.2%
STX vs BP
+113.6%
+362.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.9% | -4.0% | -3.3% |
| 7D | +14.6% | +3.8% | +10.8% | +13.4% |
| 30D | -26.0% | -5.3% | -20.7% | -24.8% |
| 3M | -42.6% | +9.3% | -51.9% | -44.2% |
| 6M | -35.3% | +7.2% | -42.5% | -36.9% |
| YTD | +92.5% | +38.0% | +54.4% | +71.6% |
| 1Y | +102.4% | +33.2% | +69.2% | +82.0% |
| 3Y | +673.8% | +50.3% | +623.5% | +556.7% |
| All | +476.2% | +113.6% | +362.5% | +328.1% |
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