+444.1%
STM vs BAH
+210.6%
+233.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.5% | +0.2% |
| 7D | -7.9% | +0.5% | -8.4% | -8.1% |
| 30D | -14.1% | +18.2% | -32.4% | -17.4% |
| 3M | -17.6% | +13.1% | -30.7% | -20.4% |
| 6M | -24.2% | +15.2% | -39.4% | -27.9% |
| YTD | +73.3% | +6.0% | +67.3% | +66.5% |
| 1Y | +90.1% | +3.1% | +87.0% | +83.8% |
| 3Y | +10.3% | -26.2% | +36.5% | +13.0% |
| 5Y | -5.7% | +9.3% | -15.1% | -20.5% |
| 10Y | +444.1% | +212.3% | +231.8% | +194.0% |
| All | +444.1% | +210.6% | +233.5% | +194.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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