-19.0%
BAX vs STT
+182.6%
-201.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | +0.1% | +4.8% | -4.7% | -2.2% |
| 30D | +4.1% | +3.9% | +0.1% | +2.1% |
| 3M | -4.5% | -8.2% | +3.6% | -0.8% |
| 6M | +49.2% | +15.6% | +33.6% | +36.2% |
| YTD | +35.2% | +37.6% | -2.4% | +12.3% |
| 1Y | +38.3% | +50.1% | -11.8% | +10.0% |
| 3Y | -19.0% | +183.1% | -202.1% | -51.7% |
| All | -19.0% | +182.6% | -201.6% | -51.7% |
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