+33.2%
BE vs STT
+48.0%
-14.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.4% | -4.8% | -5.0% |
| 7D | -13.4% | +1.1% | -14.5% | -13.9% |
| 30D | -33.9% | -1.9% | -32.0% | -31.3% |
| 3M | -12.0% | -7.6% | -4.4% | -1.9% |
| 6M | -29.0% | +16.0% | -45.0% | -37.6% |
| YTD | +113.4% | +36.2% | +77.2% | +42.0% |
| 1Y | +33.2% | +46.8% | -13.6% | -27.2% |
| All | +33.2% | +48.0% | -14.8% | -27.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling