+71.6%
STX vs BWA
+13.5%
+58.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +1.0% | +0.3% |
| 7D | -17.3% | -2.4% | -14.8% | -15.6% |
| 30D | -35.9% | -17.7% | -18.2% | -28.5% |
| 3M | -37.3% | -27.0% | -10.3% | -25.7% |
| 6M | -35.8% | -17.3% | -18.5% | -27.7% |
| YTD | +82.7% | +12.9% | +69.9% | +73.3% |
| 1Y | +71.6% | +12.9% | +58.7% | +60.6% |
| All | +71.6% | +13.5% | +58.2% | +60.6% |
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