+157.5%
STT vs BBWI
-66.8%
+224.3%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.1% | +1.9% | -0.6% |
| 7D | +2.2% | +1.6% | +0.6% | +1.8% |
| 30D | +3.9% | -6.2% | +10.1% | +4.9% |
| 3M | +19.2% | +4.3% | +14.8% | +17.0% |
| 6M | +60.4% | -7.2% | +67.5% | +59.8% |
| YTD | +51.5% | -3.0% | +54.5% | +48.6% |
| 1Y | +76.3% | -30.8% | +107.0% | +85.0% |
| 3Y | +200.7% | -43.4% | +244.1% | +215.4% |
| 5Y | +157.5% | -66.7% | +224.2% | +200.4% |
| All | +157.5% | -66.8% | +224.3% | +200.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling