-8.0%
BA vs STT
+75.3%
-83.3%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.7% | +0.8% |
| 7D | +1.2% | +0.5% | +0.7% | +1.0% |
| 30D | -11.6% | +3.9% | -15.5% | -12.7% |
| 3M | -2.4% | +20.0% | -22.3% | -7.7% |
| 6M | -6.6% | +55.3% | -61.9% | -17.7% |
| YTD | -2.2% | +53.3% | -55.6% | -14.2% |
| 1Y | -8.0% | +74.7% | -82.7% | -23.5% |
| All | -8.0% | +75.3% | -83.3% | -23.5% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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