+4.9%
STM vs BAH
-26.3%
+31.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -4.4% | +8.9% | +4.2% |
| 7D | -10.7% | -3.5% | -7.2% | -10.9% |
| 30D | -25.7% | +24.3% | -50.0% | -25.0% |
| 3M | -21.6% | +16.3% | -37.9% | -21.0% |
| 6M | -27.8% | +13.6% | -41.4% | -26.9% |
| YTD | +61.8% | +3.5% | +58.3% | +64.6% |
| 1Y | +78.1% | +2.7% | +75.4% | +81.3% |
| 3Y | +4.9% | -26.6% | +31.5% | +12.3% |
| All | +4.9% | -26.3% | +31.2% | +12.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling