+1,335.7%
BP vs STT
+7,372.9%
-6,037.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.4% | +0.5% |
| 7D | +3.9% | +0.5% | +3.5% | +3.8% |
| 30D | +7.6% | +3.9% | +3.8% | +6.4% |
| 3M | +0.7% | +20.0% | -19.3% | -4.4% |
| 6M | +15.5% | +55.3% | -39.8% | +1.8% |
| YTD | +30.8% | +53.3% | -22.5% | +15.5% |
| 1Y | +34.3% | +74.7% | -40.4% | +14.2% |
| 3Y | +35.1% | +205.8% | -170.8% | -2.4% |
| 5Y | +126.8% | +145.0% | -18.2% | +70.8% |
| 10Y | +123.4% | +266.0% | -142.7% | +49.7% |
| All | +1,335.7% | +7,372.9% | -6,037.2% | +470.4% |
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