+387.2%
BE vs STT
+100.0%
+287.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.2% | +3.2% | +3.2% |
| 7D | -14.7% | -2.5% | -12.3% | -12.4% |
| 30D | -40.5% | -5.0% | -35.6% | -37.1% |
| 3M | -24.3% | -10.5% | -13.9% | -15.7% |
| 6M | -39.3% | +10.0% | -49.3% | -42.8% |
| YTD | +99.4% | +30.7% | +68.7% | +62.0% |
| 1Y | +26.6% | +43.8% | -17.2% | -4.4% |
| 3Y | +1,616.9% | +168.1% | +1,448.9% | +700.4% |
| All | +387.2% | +100.0% | +287.2% | +146.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling