+6,495.0%
STT vs BN
+16,073.1%
-9,578.1%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.8% | +1.2% |
| 7D | +1.1% | +4.3% | -3.2% | -1.3% |
| 30D | -1.9% | +14.3% | -16.2% | -9.2% |
| 3M | -7.6% | -4.1% | -3.5% | -5.8% |
| 6M | +16.0% | -9.7% | +25.6% | +21.8% |
| YTD | +36.2% | -7.1% | +43.3% | +39.8% |
| 1Y | +46.8% | -7.4% | +54.2% | +50.7% |
| 3Y | +177.8% | +102.3% | +75.4% | +80.9% |
| 5Y | +105.8% | +35.9% | +69.9% | +64.5% |
| 10Y | +197.6% | +289.2% | -91.6% | +35.2% |
| All | +6,495.0% | +16,073.1% | -9,578.1% | +1,039.5% |
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 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