+392.6%
STM vs BAH
+220.7%
+171.9%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -4.4% | +8.9% | +5.3% |
| 7D | -10.7% | -3.5% | -7.2% | -10.2% |
| 30D | -25.7% | +24.3% | -50.0% | -29.4% |
| 3M | -21.6% | +16.3% | -37.9% | -24.8% |
| 6M | -27.8% | +13.6% | -41.4% | -31.1% |
| YTD | +61.8% | +3.5% | +58.3% | +56.1% |
| 1Y | +78.1% | +2.7% | +75.4% | +71.9% |
| 3Y | +4.9% | -26.6% | +31.5% | +7.1% |
| 5Y | -14.3% | +8.5% | -22.8% | -27.8% |
| All | +392.6% | +220.7% | +171.9% | +166.9% |
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