+263.2%
BAC vs STT
+204.5%
+58.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.8% |
| 7D | -1.2% | -2.5% | +1.3% | +0.6% |
| 30D | -7.7% | -5.0% | -2.7% | -4.2% |
| 3M | -21.2% | -10.5% | -10.7% | -14.7% |
| 6M | -6.8% | +10.0% | -16.9% | -13.4% |
| YTD | -8.7% | +30.7% | -39.4% | -25.5% |
| 1Y | -5.3% | +43.8% | -49.1% | -28.0% |
| 3Y | +87.4% | +168.1% | -80.6% | -10.0% |
| 5Y | +18.9% | +101.4% | -82.5% | -33.1% |
| All | +263.2% | +204.5% | +58.7% | +23.0% |
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