+266.4%
STT vs BAH
+186.6%
+79.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | +1.0% | -1.3% | +2.3% | +1.3% |
| 30D | +2.8% | -6.6% | +9.4% | +4.4% |
| 3M | +18.1% | -7.2% | +25.3% | +19.7% |
| 6M | +59.2% | -10.0% | +69.2% | +61.8% |
| YTD | +51.5% | -12.5% | +63.9% | +53.6% |
| 1Y | +75.7% | -27.9% | +103.6% | +87.2% |
| 3Y | +200.8% | -31.4% | +232.2% | +207.1% |
| 5Y | +155.8% | -3.2% | +159.0% | +126.0% |
| 10Y | +266.4% | +191.5% | +74.9% | +146.9% |
| All | +266.4% | +186.6% | +79.7% | +146.9% |
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