+1,335.2%
STX vs BWA
+75.7%
+1,259.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +2.8% | +3.6% | +5.0% |
| 7D | +2.4% | +5.7% | -3.3% | -0.3% |
| 30D | +1.4% | +1.4% | 0.0% | +0.7% |
| 3M | -8.2% | -12.1% | +3.9% | -2.7% |
| 6M | +127.0% | +28.6% | +98.5% | +105.8% |
| YTD | +209.1% | +51.1% | +158.1% | +159.2% |
| 1Y | +365.4% | +55.9% | +309.6% | +285.3% |
| All | +1,335.2% | +75.7% | +1,259.5% | +935.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling