+874.4%
BAX vs STT
+6,268.9%
-5,394.5%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.5% |
| 7D | +12.1% | -2.5% | +14.6% | +12.7% |
| 30D | +7.6% | -5.0% | +12.5% | +8.7% |
| 3M | -4.5% | -10.5% | +6.0% | -2.3% |
| 6M | +52.0% | +10.0% | +42.0% | +48.5% |
| YTD | +35.1% | +30.7% | +4.5% | +27.6% |
| 1Y | +43.7% | +43.8% | -0.1% | +32.9% |
| 3Y | -20.9% | +168.1% | -189.0% | -35.9% |
| 5Y | -63.5% | +101.4% | -164.9% | -69.2% |
| 10Y | -36.0% | +211.3% | -247.3% | -52.6% |
| All | +874.4% | +6,268.9% | -5,394.5% | +155.8% |
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 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