+140.1%
BP vs STT
+198.7%
-58.6%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.5% | +1.4% |
| 7D | +2.5% | +5.1% | -2.6% | +0.2% |
| 30D | -5.6% | -0.2% | -5.4% | -5.7% |
| 3M | +8.0% | -8.1% | +16.2% | +11.6% |
| 6M | +5.7% | +16.6% | -11.0% | -2.7% |
| YTD | +36.8% | +37.8% | -1.0% | +15.3% |
| 1Y | +30.7% | +46.8% | -16.1% | +6.7% |
| 3Y | +51.6% | +181.2% | -129.5% | -12.3% |
| 5Y | +112.2% | +105.1% | +7.1% | +37.6% |
| All | +140.1% | +198.7% | -58.6% | +18.1% |
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