+93.6%
STX vs BWA
+12.4%
+81.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -0.9% |
| 7D | +16.8% | +7.3% | +9.6% | +12.3% |
| 30D | -27.0% | -15.8% | -11.2% | -19.5% |
| 3M | -37.9% | -25.7% | -12.1% | -26.9% |
| 6M | -32.5% | -19.6% | -12.9% | -23.2% |
| YTD | +98.6% | +14.1% | +84.5% | +86.5% |
| 1Y | +93.6% | +12.2% | +81.4% | +83.3% |
| All | +93.6% | +12.4% | +81.1% | +83.3% |
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