+6,593.0%
STT vs BN
+15,947.2%
-9,354.2%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.3% | +1.9% |
| 7D | +0.4% | -2.4% | +2.9% | +1.8% |
| 30D | -0.4% | +13.5% | -14.0% | -7.5% |
| 3M | -6.5% | -5.9% | -0.5% | -3.6% |
| 6M | +17.2% | -8.9% | +26.1% | +22.5% |
| YTD | +38.2% | -7.9% | +46.1% | +42.4% |
| 1Y | +49.3% | -8.3% | +57.6% | +54.1% |
| 3Y | +181.9% | +100.8% | +81.1% | +84.3% |
| 5Y | +106.9% | +38.2% | +68.7% | +63.9% |
| 10Y | +203.1% | +302.3% | -99.2% | +35.5% |
| All | +6,593.0% | +15,947.2% | -9,354.2% | +1,061.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling