+16,011.1%
STX vs BP
+261.5%
+15,749.6%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.5% | +5.8% | +6.1% |
| 7D | +2.4% | +3.9% | -1.6% | +0.6% |
| 30D | +1.4% | +7.6% | -6.2% | -1.9% |
| 3M | -8.2% | +0.7% | -8.9% | -8.8% |
| 6M | +127.0% | +15.5% | +111.5% | +110.3% |
| YTD | +209.1% | +30.8% | +178.3% | +169.9% |
| 1Y | +365.4% | +34.3% | +331.1% | +299.4% |
| 3Y | +1,135.4% | +35.1% | +1,100.3% | +935.2% |
| 5Y | +991.5% | +126.8% | +864.7% | +598.5% |
| 10Y | +3,695.8% | +123.4% | +3,572.5% | +2,111.2% |
| All | +16,011.1% | +261.5% | +15,749.6% | +7,170.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling