+1,094.1%
BAC vs STT
+6,537.0%
-5,442.9%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.2% | 0.0% |
| 7D | +2.1% | +1.1% | +0.9% | +1.3% |
| 30D | -6.7% | -1.9% | -4.8% | -5.5% |
| 3M | -20.2% | -7.6% | -12.7% | -16.0% |
| 6M | -0.2% | +16.0% | -16.2% | -9.9% |
| YTD | -6.4% | +36.2% | -42.6% | -24.4% |
| 1Y | -3.1% | +46.8% | -49.9% | -25.6% |
| 3Y | +96.7% | +177.8% | -81.1% | -1.5% |
| 5Y | +21.3% | +105.8% | -84.6% | -29.0% |
| 10Y | +237.7% | +197.6% | +40.1% | +50.5% |
| All | +1,094.1% | +6,537.0% | -5,442.9% | +2.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling