+266.4%
STT vs BWA
+142.7%
+123.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.7% |
| 7D | +1.0% | +0.1% | +0.9% | +0.9% |
| 30D | +2.8% | -5.6% | +8.3% | +5.5% |
| 3M | +18.1% | -10.7% | +28.8% | +24.0% |
| 6M | +59.2% | +23.2% | +36.0% | +40.3% |
| YTD | +51.5% | +46.0% | +5.5% | +19.0% |
| 1Y | +75.7% | +51.2% | +24.5% | +34.8% |
| 3Y | +200.8% | +69.6% | +131.2% | +107.8% |
| 5Y | +155.8% | +86.6% | +69.2% | +63.4% |
| 10Y | +266.4% | +152.3% | +114.1% | +91.3% |
| All | +266.4% | +142.7% | +123.7% | +91.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling