+875.9%
BAX vs STT
+7,372.9%
-6,497.0%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.9% | +1.0% |
| 7D | -1.1% | +0.5% | -1.6% | -1.3% |
| 30D | -5.5% | +3.9% | -9.3% | -6.3% |
| 3M | +33.5% | +20.0% | +13.6% | +28.2% |
| 6M | +35.9% | +55.3% | -19.5% | +23.6% |
| YTD | +35.4% | +53.3% | -18.0% | +23.6% |
| 1Y | +9.8% | +74.7% | -64.9% | -2.6% |
| 3Y | -32.7% | +205.8% | -238.6% | -46.9% |
| 5Y | -65.6% | +145.0% | -210.6% | -72.1% |
| 10Y | -34.9% | +266.0% | -300.9% | -53.4% |
| All | +875.9% | +7,372.9% | -6,497.0% | +147.8% |
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