+53.5%
BE vs STT
+54.6%
-1.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.2% | +7.2% | +7.1% |
| 7D | +20.0% | +0.5% | +19.5% | +19.2% |
| 30D | +7.9% | +3.9% | +4.1% | +2.3% |
| 3M | -13.2% | +20.0% | -33.2% | -31.4% |
| 6M | +53.5% | +55.3% | -1.9% | -24.2% |
| All | +53.5% | +54.6% | -1.1% | -24.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling