+123.8%
STX vs BWA
+17.4%
+106.4%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -2.5% | -5.6% | -6.7% |
| 7D | -20.2% | -9.9% | -10.3% | -15.5% |
| 30D | -37.2% | -16.4% | -20.8% | -31.0% |
| 3M | -34.1% | -19.8% | -14.2% | -26.2% |
| 6M | -24.5% | -10.0% | -14.5% | -18.3% |
| YTD | +102.9% | +12.7% | +90.2% | +88.4% |
| 1Y | +123.8% | +15.7% | +108.1% | +103.9% |
| All | +123.8% | +17.4% | +106.4% | +103.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 1y: compounded portfolio wealth divided by compounded BWA 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…
1y analysis · Full analysis span regression · 6 months rolling