+44.2%
BP vs STT
+165.4%
-121.2%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.4% |
| 7D | -11.6% | -2.5% | -9.1% | -11.2% |
| 30D | 0.0% | -5.0% | +5.0% | +1.0% |
| 3M | +6.7% | -10.5% | +17.2% | +8.9% |
| 6M | +2.2% | +10.0% | -7.9% | -1.2% |
| YTD | +33.0% | +30.7% | +2.3% | +21.9% |
| 1Y | +30.7% | +43.8% | -13.0% | +16.0% |
| 3Y | +44.2% | +168.1% | -123.9% | +4.2% |
| All | +44.2% | +165.4% | -121.2% | +4.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling