+1,069.0%
STX vs BWA
+92.2%
+976.8%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +2.8% | +3.6% | +5.0% |
| 7D | +2.4% | +5.7% | -3.3% | -0.4% |
| 30D | +1.4% | +1.4% | 0.0% | +0.7% |
| 3M | -8.2% | -12.1% | +3.9% | -2.1% |
| 6M | +127.0% | +28.6% | +98.5% | +103.1% |
| YTD | +209.1% | +51.1% | +158.1% | +152.9% |
| 1Y | +365.4% | +55.9% | +309.6% | +274.9% |
| 3Y | +1,135.4% | +70.1% | +1,065.3% | +825.3% |
| All | +1,069.0% | +92.2% | +976.8% | +657.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling