+7,325.6%
STT vs BBWI
+1,034.6%
+6,291.0%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.8% | -2.7% | -0.7% |
| 7D | +0.5% | +1.5% | -1.0% | 0.0% |
| 30D | +3.9% | -5.2% | +9.0% | +5.0% |
| 3M | +20.0% | +11.1% | +8.8% | +14.3% |
| 6M | +55.3% | -13.4% | +68.7% | +57.4% |
| YTD | +53.3% | +0.1% | +53.2% | +47.1% |
| 1Y | +74.7% | -36.1% | +110.8% | +89.3% |
| 3Y | +205.8% | -44.1% | +249.9% | +225.0% |
| 5Y | +145.0% | -66.2% | +211.2% | +189.0% |
| 10Y | +266.0% | -54.8% | +320.8% | +209.3% |
| All | +7,325.6% | +1,034.6% | +6,291.0% | +1,483.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling