+4,036.9%
STT vs BWA
+3,492.4%
+544.6%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.8% | -2.6% | -1.2% |
| 7D | +0.5% | +5.7% | -5.2% | -2.2% |
| 30D | +3.9% | +1.4% | +2.4% | +2.9% |
| 3M | +20.0% | -12.1% | +32.0% | +26.5% |
| 6M | +55.3% | +28.6% | +26.8% | +34.8% |
| YTD | +53.3% | +51.1% | +2.2% | +20.2% |
| 1Y | +74.7% | +55.9% | +18.8% | +34.2% |
| 3Y | +205.8% | +70.1% | +135.7% | +116.7% |
| 5Y | +145.0% | +90.7% | +54.3% | +61.7% |
| 10Y | +266.0% | +154.0% | +112.0% | +97.9% |
| All | +4,036.9% | +3,492.4% | +544.6% | +796.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling