+6,821.2%
STX vs BR
+1,321.0%
+5,500.2%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -3.4% | +9.7% | +8.0% |
| 7D | +2.4% | -5.3% | +7.6% | +4.9% |
| 30D | +1.4% | +6.4% | -5.1% | -2.4% |
| 3M | -8.2% | +13.6% | -21.9% | -16.4% |
| 6M | +127.0% | -6.7% | +133.7% | +126.5% |
| YTD | +209.1% | -21.1% | +230.2% | +233.8% |
| 1Y | +365.4% | -29.6% | +395.0% | +430.1% |
| 3Y | +1,135.4% | -2.4% | +1,137.8% | +1,052.4% |
| 5Y | +991.5% | +11.2% | +980.3% | +827.6% |
| 10Y | +3,695.8% | +191.8% | +3,504.0% | +1,648.9% |
| All | +6,821.2% | +1,321.0% | +5,500.2% | +1,089.2% |
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