+26.8%
BA vs STT
+203.9%
-177.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.5% | -0.8% | -0.2% |
| 7D | -1.4% | +0.4% | -1.8% | -1.8% |
| 30D | -7.9% | -0.4% | -7.5% | -7.9% |
| 3M | -25.2% | -6.5% | -18.7% | -22.3% |
| 6M | -26.7% | +17.2% | -43.9% | -34.1% |
| YTD | -19.6% | +38.2% | -57.8% | -35.4% |
| 1Y | -10.6% | +49.3% | -59.9% | -31.7% |
| 3Y | -11.2% | +181.9% | -193.2% | -55.6% |
| 5Y | -20.4% | +106.9% | -127.4% | -53.7% |
| 10Y | +26.8% | +203.1% | -176.4% | -42.0% |
| All | +26.8% | +203.9% | -177.2% | -42.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling