+46.2%
STT vs BAH
+2.1%
+44.1%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.6% | +1.6% | +3.1% |
| 7D | +0.9% | -1.5% | +2.4% | +1.0% |
| 30D | -2.3% | +17.3% | -19.6% | -3.2% |
| 3M | -7.0% | +14.9% | -21.9% | -7.8% |
| 6M | +15.5% | +14.2% | +1.2% | +14.9% |
| YTD | +35.6% | +5.1% | +30.5% | +32.1% |
| All | +46.2% | +2.1% | +44.1% | +43.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling