-23.1%
BA vs STT
+97.1%
-120.2%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -23.7% |
| 6M | -23.1% | +11.7% | -34.8% | -27.7% |
| YTD | -20.6% | +30.4% | -51.0% | -31.5% |
| 1Y | -12.7% | +43.9% | -56.6% | -28.7% |
| 3Y | -11.6% | +165.4% | -177.0% | -48.3% |
| 5Y | -23.1% | +101.0% | -124.1% | -50.2% |
| All | -23.1% | +97.1% | -120.2% | -50.2% |
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