+201.0%
STT vs BAH
+218.8%
-17.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.6% | +1.6% | +2.8% |
| 7D | +0.9% | -1.5% | +2.4% | +1.2% |
| 30D | -2.3% | +17.3% | -19.6% | -6.2% |
| 3M | -7.0% | +14.9% | -21.9% | -10.5% |
| 6M | +15.5% | +14.2% | +1.2% | +10.6% |
| YTD | +35.6% | +5.1% | +30.5% | +31.1% |
| 1Y | +47.9% | +2.1% | +45.8% | +43.9% |
| 3Y | +181.1% | -26.0% | +207.1% | +185.2% |
| 5Y | +108.2% | +9.0% | +99.2% | +79.8% |
| 10Y | +201.0% | +208.8% | -7.8% | +109.7% |
| All | +201.0% | +218.8% | -17.8% | +109.7% |
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