-11.8%
BA vs STT
+44.2%
-56.0%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.5% |
| 7D | +1.1% | -2.5% | +3.6% | +1.9% |
| 30D | -7.9% | -5.0% | -3.0% | -6.6% |
| 3M | -25.3% | -10.5% | -14.9% | -22.9% |
| 6M | -24.6% | +10.0% | -34.6% | -25.9% |
| YTD | -20.1% | +30.7% | -50.8% | -24.2% |
| 1Y | -11.8% | +43.8% | -55.5% | -19.8% |
| All | -11.8% | +44.2% | -56.0% | -19.8% |
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