-36.8%
BAX vs STT
+204.5%
-241.4%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.5% |
| 7D | +12.1% | -2.5% | +14.6% | +13.0% |
| 30D | +7.6% | -5.0% | +12.5% | +9.2% |
| 3M | -4.5% | -10.5% | +6.0% | -1.5% |
| 6M | +52.0% | +10.0% | +42.0% | +47.1% |
| YTD | +35.1% | +30.7% | +4.5% | +24.6% |
| 1Y | +43.7% | +43.8% | -0.1% | +28.9% |
| 3Y | -20.9% | +168.1% | -189.0% | -40.2% |
| 5Y | -63.5% | +101.4% | -164.9% | -71.2% |
| All | -36.8% | +204.5% | -241.4% | -52.8% |
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