+266.3%
STT vs BN
+264.9%
+1.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.6% | +1.4% | +0.5% |
| 7D | +2.2% | -1.2% | +3.4% | +3.0% |
| 30D | +3.9% | -10.9% | +14.8% | +12.0% |
| 3M | +19.2% | -11.1% | +30.3% | +28.4% |
| 6M | +60.4% | -4.4% | +64.7% | +63.1% |
| YTD | +51.5% | -14.1% | +65.6% | +64.8% |
| 1Y | +76.3% | -11.1% | +87.3% | +86.6% |
| 3Y | +200.7% | +75.6% | +125.2% | +90.8% |
| 5Y | +157.5% | +35.8% | +121.7% | +91.9% |
| All | +266.3% | +264.9% | +1.4% | +52.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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