+26.3%
BP vs STT
+47.3%
-21.0%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.2% | -3.1% | +0.3% |
| 7D | -6.9% | +0.9% | -7.8% | -6.8% |
| 30D | -3.6% | -2.3% | -1.3% | -3.7% |
| 3M | +8.4% | -7.0% | +15.4% | +7.8% |
| 6M | +5.3% | +15.5% | -10.1% | +5.4% |
| YTD | +33.2% | +35.6% | -2.4% | +32.4% |
| All | +26.3% | +47.3% | -21.0% | +26.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling