+200.7%
STT vs BN
+79.0%
+121.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.6% | +1.4% | +0.1% |
| 7D | +2.2% | -1.2% | +3.4% | +2.8% |
| 30D | +3.9% | -10.9% | +14.8% | +10.2% |
| 3M | +19.2% | -11.1% | +30.3% | +26.4% |
| 6M | +60.4% | -4.4% | +64.7% | +62.6% |
| YTD | +51.5% | -14.1% | +65.6% | +62.1% |
| 1Y | +76.3% | -11.1% | +87.3% | +84.7% |
| 3Y | +200.7% | +75.6% | +125.2% | +128.5% |
| All | +200.7% | +79.0% | +121.7% | +128.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling