-10.6%
BA vs STT
+164.8%
-175.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.7% | +2.2% | -0.2% |
| 7D | -0.1% | -4.9% | +4.8% | +2.4% |
| 30D | -9.1% | -6.0% | -3.1% | -6.4% |
| 3M | -28.2% | -11.7% | -16.5% | -23.8% |
| 6M | -23.1% | +11.7% | -34.8% | -27.8% |
| YTD | -20.6% | +30.4% | -51.0% | -31.8% |
| 1Y | -12.7% | +43.9% | -56.6% | -29.4% |
| All | -10.6% | +164.8% | -175.4% | -47.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling