+251.7%
BAC vs STT
+210.2%
+41.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.2% | -0.9% | 0.0% |
| 7D | +2.0% | +0.9% | +1.0% | +1.3% |
| 30D | -6.9% | -2.3% | -4.6% | -5.3% |
| 3M | -19.6% | -7.5% | -12.1% | -15.0% |
| 6M | -0.5% | +14.9% | -15.3% | -10.3% |
| YTD | -6.6% | +34.9% | -41.5% | -25.5% |
| 1Y | -3.0% | +47.1% | -50.0% | -27.4% |
| 3Y | +97.3% | +179.6% | -82.3% | -8.0% |
| 5Y | +21.9% | +107.1% | -85.2% | -32.7% |
| 10Y | +251.7% | +199.4% | +52.3% | +23.4% |
| All | +251.7% | +210.2% | +41.5% | +23.4% |
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