+75.7%
STT vs BN
-12.4%
+88.1%
-11.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.9% | +0.9% |
| 7D | +1.0% | -3.0% | +4.0% | +2.4% |
| 30D | +2.8% | -13.0% | +15.8% | +9.4% |
| 3M | +18.1% | -15.2% | +33.4% | +27.2% |
| 6M | +59.2% | -5.9% | +65.1% | +61.9% |
| YTD | +51.5% | -15.8% | +67.2% | +62.1% |
| 1Y | +75.7% | -12.2% | +87.8% | +84.0% |
| All | +75.7% | -12.4% | +88.1% | +84.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling