-41.3%
STX vs BP
+1.4%
-42.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.1% |
| 7D | -28.5% | -11.6% | -16.9% | -27.9% |
| 30D | -42.9% | 0.0% | -43.0% | -42.5% |
| 3M | -45.9% | +6.7% | -52.7% | -46.5% |
| 6M | -41.3% | +2.2% | -43.4% | -40.7% |
| All | -41.3% | +1.4% | -42.7% | -40.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling