+31.8%
BA vs STT
+204.5%
-172.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.4% |
| 7D | +1.1% | -2.5% | +3.6% | +2.6% |
| 30D | -7.9% | -5.0% | -3.0% | -5.2% |
| 3M | -25.3% | -10.5% | -14.9% | -20.4% |
| 6M | -24.6% | +10.0% | -34.6% | -29.4% |
| YTD | -20.1% | +30.7% | -50.8% | -33.5% |
| 1Y | -11.8% | +43.8% | -55.5% | -31.0% |
| 3Y | -10.1% | +168.1% | -178.2% | -53.6% |
| 5Y | -22.7% | +101.4% | -124.2% | -54.4% |
| All | +31.8% | +204.5% | -172.8% | -39.2% |
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