+73.5%
BA vs STT
+267.1%
-193.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.7% | +0.7% |
| 7D | +1.2% | +0.5% | +0.7% | +0.9% |
| 30D | -11.6% | +3.9% | -15.5% | -13.8% |
| 3M | -2.4% | +20.0% | -22.3% | -13.0% |
| 6M | -6.6% | +55.3% | -61.9% | -29.4% |
| YTD | -2.2% | +53.3% | -55.6% | -26.0% |
| 1Y | -8.0% | +74.7% | -82.7% | -36.2% |
| 3Y | -5.0% | +205.8% | -210.8% | -54.6% |
| 5Y | -2.7% | +145.0% | -147.7% | -49.3% |
| All | +73.5% | +267.1% | -193.6% | -30.3% |
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