-20.9%
BAX vs STT
+165.4%
-186.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.4% |
| 7D | +12.1% | -2.5% | +14.6% | +13.5% |
| 30D | +7.6% | -5.0% | +12.5% | +10.2% |
| 3M | -4.5% | -10.5% | +6.0% | +0.4% |
| 6M | +52.0% | +10.0% | +42.0% | +42.2% |
| YTD | +35.1% | +30.7% | +4.5% | +15.2% |
| 1Y | +43.7% | +43.8% | -0.1% | +16.9% |
| 3Y | -20.9% | +168.1% | -189.0% | -51.6% |
| All | -20.9% | +165.4% | -186.3% | -51.6% |
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