+911.5%
BE vs STT
+184.5%
+727.0%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.2% | +7.2% | +7.2% |
| 7D | +20.0% | +0.5% | +19.5% | +19.6% |
| 30D | +7.9% | +3.9% | +4.1% | +4.9% |
| 3M | -13.2% | +20.0% | -33.2% | -24.0% |
| 6M | +53.5% | +55.3% | -1.9% | +10.6% |
| YTD | +191.0% | +53.3% | +137.7% | +110.8% |
| 1Y | +360.5% | +74.7% | +285.8% | +203.7% |
| 3Y | +1,568.0% | +205.8% | +1,362.2% | +638.8% |
| 5Y | +1,055.2% | +145.0% | +910.2% | +474.7% |
| All | +911.5% | +184.5% | +727.0% | +250.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling