-12.3%
BA vs STT
+48.2%
-60.4%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.4% | -1.6% |
| 7D | -0.6% | +5.1% | -5.7% | -2.0% |
| 30D | -8.0% | -0.2% | -7.8% | -8.0% |
| 3M | -25.8% | -8.1% | -17.7% | -24.0% |
| 6M | -27.6% | +16.6% | -44.2% | -30.1% |
| YTD | -21.0% | +37.8% | -58.8% | -26.3% |
| 1Y | -12.3% | +46.8% | -59.1% | -20.0% |
| All | -12.3% | +48.2% | -60.4% | -20.0% |
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 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