+127.0%
BP vs STT
+198.3%
-71.4%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.5% | -0.2% |
| 7D | -6.3% | +1.1% | -7.5% | -6.9% |
| 30D | -3.6% | -1.9% | -1.7% | -3.0% |
| 3M | +5.2% | -7.6% | +12.8% | +8.4% |
| 6M | +5.3% | +16.0% | -10.7% | -2.8% |
| YTD | +33.1% | +36.2% | -3.1% | +12.8% |
| 1Y | +26.3% | +46.8% | -20.5% | +3.1% |
| 3Y | +47.5% | +177.8% | -130.3% | -14.2% |
| 5Y | +106.2% | +105.8% | +0.3% | +33.3% |
| 10Y | +127.0% | +197.6% | -70.6% | +11.3% |
| All | +127.0% | +198.3% | -71.4% | +11.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling