+552.2%
STT vs BAH
+886.2%
-334.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.6% | +0.6% |
| 7D | +0.5% | -3.2% | +3.7% | +1.4% |
| 30D | +3.9% | +2.0% | +1.8% | +3.1% |
| 3M | +20.0% | -7.6% | +27.6% | +21.8% |
| 6M | +55.3% | -5.7% | +61.0% | +55.7% |
| YTD | +53.3% | -11.7% | +65.1% | +55.3% |
| 1Y | +74.7% | -27.4% | +102.1% | +86.7% |
| 3Y | +205.8% | -32.5% | +238.4% | +218.5% |
| 5Y | +145.0% | -3.3% | +148.3% | +120.8% |
| 10Y | +266.0% | +186.0% | +80.0% | +123.3% |
| All | +552.2% | +886.2% | -334.0% | +150.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling