+532.2%
BE vs STT
+104.1%
+428.1%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.1% | -4.8% | -4.8% |
| 7D | +10.8% | +4.8% | +6.1% | +6.7% |
| 30D | -19.8% | +3.9% | -23.7% | -21.5% |
| 3M | -18.7% | -8.2% | -10.6% | -11.3% |
| 6M | -33.7% | +15.6% | -49.3% | -40.2% |
| YTD | +121.0% | +37.6% | +83.3% | +71.9% |
| 1Y | +85.4% | +50.1% | +35.3% | +34.4% |
| 3Y | +1,709.5% | +183.1% | +1,526.5% | +703.9% |
| All | +532.2% | +104.1% | +428.1% | +209.2% |
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 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