+5,308.1%
BDX vs STT
+7,372.9%
-2,064.9%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.7% | -1.6% |
| 7D | -2.5% | +0.5% | -3.0% | -2.6% |
| 30D | +8.3% | +3.9% | +4.4% | +7.5% |
| 3M | +24.4% | +20.0% | +4.4% | +20.3% |
| 6M | +9.2% | +55.3% | -46.1% | +0.8% |
| YTD | +22.7% | +53.3% | -30.6% | +13.4% |
| 1Y | +25.9% | +74.7% | -48.8% | +13.6% |
| 3Y | -10.5% | +205.8% | -216.3% | -27.1% |
| 5Y | +1.9% | +145.0% | -143.1% | -15.4% |
| 10Y | +58.7% | +266.0% | -207.3% | +18.3% |
| All | +5,308.1% | +7,372.9% | -2,064.9% | +1,617.7% |
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 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