-30.0%
BAX vs STT
+207.1%
-237.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.9% | +0.9% |
| 7D | -1.1% | +0.5% | -1.6% | -1.4% |
| 30D | -5.5% | +3.9% | -9.3% | -7.4% |
| 3M | +33.5% | +20.0% | +13.6% | +20.7% |
| 6M | +35.9% | +55.3% | -19.5% | +6.9% |
| YTD | +35.4% | +53.3% | -18.0% | +7.3% |
| 1Y | +9.8% | +74.7% | -64.9% | -18.4% |
| All | -30.0% | +207.1% | -237.1% | -60.0% |
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