+4,208.8%
STX vs BR
+1,481.8%
+2,726.9%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.5% | -3.6% | -3.3% |
| 7D | +14.6% | +1.1% | +13.5% | +14.1% |
| 30D | -26.0% | +14.4% | -40.3% | -31.2% |
| 3M | -42.6% | +12.4% | -55.0% | -46.7% |
| 6M | -35.3% | +35.4% | -70.7% | -46.7% |
| YTD | +92.5% | -12.2% | +104.6% | +95.2% |
| 1Y | +102.4% | -12.7% | +115.1% | +105.7% |
| 3Y | +673.8% | +14.3% | +659.6% | +560.3% |
| 5Y | +463.1% | +19.3% | +443.8% | +361.0% |
| 10Y | +2,014.6% | +278.1% | +1,736.4% | +738.4% |
| All | +4,208.8% | +1,481.8% | +2,726.9% | +595.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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