+157.5%
STT vs BWA
+88.6%
+68.9%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.9% | +0.7% | -0.4% |
| 7D | +2.2% | +4.3% | -2.1% | +0.4% |
| 30D | +3.9% | -2.9% | +6.8% | +5.0% |
| 3M | +19.2% | -12.4% | +31.6% | +25.3% |
| 6M | +60.4% | +28.6% | +31.8% | +41.1% |
| YTD | +51.5% | +48.2% | +3.2% | +21.3% |
| 1Y | +76.3% | +50.9% | +25.4% | +39.3% |
| 3Y | +200.7% | +72.2% | +128.6% | +114.1% |
| 5Y | +157.5% | +91.1% | +66.4% | +64.7% |
| All | +157.5% | +88.6% | +68.9% | +64.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling