+194.4%
STT vs BBWI
-48.2%
+242.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.9% | +2.7% | +0.4% |
| 7D | +5.1% | -4.5% | +9.7% | +6.2% |
| 30D | -0.2% | +17.1% | -17.3% | -3.9% |
| 3M | -8.1% | +17.5% | -25.6% | -12.2% |
| 6M | +16.6% | +12.8% | +3.8% | +11.3% |
| YTD | +37.8% | +8.2% | +29.7% | +31.1% |
| 1Y | +46.8% | -1.8% | +48.6% | +41.0% |
| 3Y | +181.2% | -25.8% | +206.9% | +176.1% |
| 5Y | +105.1% | -68.0% | +173.2% | +136.2% |
| All | +194.4% | -48.2% | +242.6% | +137.4% |
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