+455.8%
STT vs BAH
+1,056.2%
-600.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.4% | +4.6% | +1.4% |
| 7D | -2.5% | -3.5% | +1.1% | -1.6% |
| 30D | -5.0% | +24.3% | -29.2% | -10.7% |
| 3M | -10.5% | +16.3% | -26.8% | -14.7% |
| 6M | +10.0% | +13.6% | -3.6% | +4.7% |
| YTD | +30.7% | +3.5% | +27.2% | +26.1% |
| 1Y | +43.8% | +2.7% | +41.1% | +38.7% |
| 3Y | +168.1% | -26.6% | +194.7% | +173.6% |
| 5Y | +101.4% | +8.5% | +92.9% | +75.9% |
| 10Y | +211.3% | +225.1% | -13.8% | +83.1% |
| All | +455.8% | +1,056.2% | -600.4% | +103.5% |
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