+16,706.2%
STX vs BRO
+944.8%
+15,761.4%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.4% | +0.4% | -1.0% |
| 7D | +9.6% | -7.6% | +17.2% | +13.0% |
| 30D | +10.6% | -6.9% | +17.5% | +13.2% |
| 3M | +4.8% | +12.8% | -8.0% | -4.5% |
| 6M | +137.3% | -5.9% | +143.1% | +132.1% |
| YTD | +222.5% | -15.9% | +238.4% | +229.9% |
| 1Y | +366.2% | -28.1% | +394.4% | +409.5% |
| 3Y | +1,352.9% | -7.0% | +1,359.9% | +1,247.2% |
| 5Y | +1,077.4% | +18.0% | +1,059.4% | +835.9% |
| 10Y | +3,621.5% | +293.9% | +3,327.6% | +1,409.6% |
| All | +16,706.2% | +944.8% | +15,761.4% | +3,836.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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