+194.0%
STT vs BAH
+198.8%
-4.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.1% | -0.1% |
| 7D | +4.8% | +1.7% | +3.1% | +4.4% |
| 30D | +3.9% | +20.8% | -16.9% | -0.8% |
| 3M | -8.2% | +11.6% | -19.7% | -11.0% |
| 6M | +15.6% | +23.1% | -7.5% | +8.7% |
| YTD | +37.6% | +5.3% | +32.4% | +33.0% |
| 1Y | +50.1% | +6.1% | +44.0% | +44.5% |
| 3Y | +183.1% | -27.5% | +210.5% | +189.4% |
| 5Y | +104.8% | +6.2% | +98.6% | +78.6% |
| All | +194.0% | +198.8% | -4.8% | +99.8% |
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