+675.5%
BE vs STT
+151.6%
+523.9%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +3.2% | +8.7% | +9.4% |
| 7D | -1.2% | +0.9% | -2.1% | -1.3% |
| 30D | -30.9% | -2.3% | -28.5% | -28.8% |
| 3M | -11.6% | -7.0% | -4.6% | -5.3% |
| 6M | -25.7% | +15.5% | -41.2% | -32.2% |
| YTD | +123.1% | +35.6% | +87.5% | +79.9% |
| 1Y | +43.4% | +47.9% | -4.5% | +8.9% |
| 3Y | +1,683.6% | +181.1% | +1,502.5% | +750.7% |
| 5Y | +465.4% | +108.2% | +357.2% | +222.9% |
| All | +675.5% | +151.6% | +523.9% | +199.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling