+6,228.6%
STT vs BBWI
+1,142.2%
+5,086.4%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.3% | +3.5% | +1.2% |
| 7D | -2.5% | -6.2% | +3.7% | -0.5% |
| 30D | -5.0% | +19.9% | -24.9% | -10.7% |
| 3M | -10.5% | +7.1% | -17.6% | -13.8% |
| 6M | +10.0% | +13.7% | -3.6% | +2.3% |
| YTD | +30.7% | +9.6% | +21.1% | +20.6% |
| 1Y | +43.8% | -1.6% | +45.4% | +34.7% |
| 3Y | +168.1% | -25.9% | +194.0% | +157.7% |
| 5Y | +101.4% | -67.8% | +169.2% | +140.2% |
| 10Y | +211.3% | -43.5% | +254.8% | +140.9% |
| All | +6,228.6% | +1,142.2% | +5,086.4% | +1,198.2% |
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