+52.0%
STT vs BWA
+17.4%
+34.7%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.5% | +4.7% | +2.6% |
| 7D | -0.1% | -9.9% | +9.8% | +1.7% |
| 30D | -1.7% | -16.4% | +14.7% | +1.4% |
| 3M | -6.4% | -19.8% | +13.5% | -2.8% |
| 6M | +17.7% | -10.0% | +27.7% | +19.4% |
| YTD | +36.9% | +12.7% | +24.1% | +27.1% |
| 1Y | +52.0% | +15.7% | +36.4% | +39.9% |
| All | +52.0% | +17.4% | +34.7% | +39.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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