+237.7%
BAC vs STT
+198.3%
+39.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.2% | -0.1% |
| 7D | +2.1% | +1.1% | +0.9% | +1.2% |
| 30D | -6.7% | -1.9% | -4.8% | -5.4% |
| 3M | -20.2% | -7.6% | -12.7% | -15.7% |
| 6M | -0.2% | +16.0% | -16.2% | -10.7% |
| YTD | -6.4% | +36.2% | -42.6% | -25.8% |
| 1Y | -3.1% | +46.8% | -49.9% | -27.4% |
| 3Y | +96.7% | +177.8% | -81.1% | -7.8% |
| 5Y | +21.3% | +105.8% | -84.6% | -32.7% |
| 10Y | +237.7% | +197.6% | +40.1% | +21.2% |
| All | +237.7% | +198.3% | +39.4% | +21.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling