+6,495.0%
STT vs BBWI
+1,159.1%
+5,335.9%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.6% |
| 7D | +1.1% | -4.2% | +5.4% | +2.5% |
| 30D | -1.9% | +24.9% | -26.8% | -9.0% |
| 3M | -7.6% | +13.2% | -20.8% | -12.5% |
| 6M | +16.0% | +12.1% | +3.9% | +8.4% |
| YTD | +36.2% | +11.1% | +25.1% | +25.2% |
| 1Y | +46.8% | +0.7% | +46.1% | +36.5% |
| 3Y | +177.8% | -23.8% | +201.5% | +164.7% |
| 5Y | +105.8% | -66.9% | +172.8% | +143.4% |
| 10Y | +197.6% | -45.3% | +242.9% | +133.6% |
| All | +6,495.0% | +1,159.1% | +5,335.9% | +1,247.3% |
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