+266.4%
STT vs BBWI
-58.2%
+324.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.3% | +6.3% | +1.4% |
| 7D | +1.0% | -4.4% | +5.4% | +1.9% |
| 30D | +2.8% | -7.4% | +10.2% | +4.1% |
| 3M | +18.1% | -2.2% | +20.4% | +17.5% |
| 6M | +59.2% | -16.3% | +75.5% | +62.2% |
| YTD | +51.5% | -9.1% | +60.6% | +50.5% |
| 1Y | +75.7% | -34.5% | +110.2% | +85.7% |
| 3Y | +200.8% | -47.0% | +247.7% | +220.3% |
| 5Y | +155.8% | -68.8% | +224.6% | +196.7% |
| 10Y | +266.4% | -57.4% | +323.7% | +212.6% |
| All | +266.4% | -58.2% | +324.6% | +212.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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