-21.9%
BA vs STT
+108.8%
-130.7%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.2% | -3.8% | -2.2% |
| 7D | -1.7% | +0.9% | -2.6% | -2.2% |
| 30D | -9.5% | -2.3% | -7.1% | -8.5% |
| 3M | -26.5% | -7.0% | -19.5% | -24.0% |
| 6M | -27.4% | +15.5% | -42.9% | -32.9% |
| YTD | -20.6% | +35.6% | -56.2% | -32.9% |
| 1Y | -11.4% | +47.9% | -59.3% | -28.6% |
| 3Y | -10.8% | +181.1% | -191.9% | -49.4% |
| 5Y | -21.9% | +108.2% | -130.1% | -50.3% |
| All | -21.9% | +108.8% | -130.7% | -50.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling