+87.4%
BAC vs STT
+165.4%
-77.9%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -4.3% |
| 3M | -21.2% | -10.5% | -10.7% | -14.8% |
| 6M | -6.8% | +10.0% | -16.9% | -13.3% |
| YTD | -8.7% | +30.7% | -39.4% | -25.6% |
| 1Y | -5.3% | +43.8% | -49.1% | -28.4% |
| 3Y | +87.4% | +168.1% | -80.6% | -15.5% |
| All | +87.4% | +165.4% | -77.9% | -15.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling