+22.6%
BAC vs STT
+104.1%
-81.6%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.2% | +1.1% |
| 7D | +3.2% | +4.8% | -1.5% | +0.2% |
| 30D | -0.7% | +3.9% | -4.7% | -3.2% |
| 3M | -20.0% | -8.2% | -11.8% | -15.6% |
| 6M | +3.4% | +15.6% | -12.2% | -6.0% |
| YTD | -5.7% | +37.6% | -43.4% | -23.9% |
| 1Y | -1.4% | +50.1% | -51.6% | -24.9% |
| 3Y | +97.9% | +183.1% | -85.1% | +0.7% |
| All | +22.6% | +104.1% | -81.6% | -28.5% |
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 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