+274.7%
BBY vs STT
+198.3%
+76.5%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.8% | +0.7% |
| 7D | +4.5% | +4.8% | -0.3% | +2.3% |
| 30D | +16.8% | +3.9% | +12.9% | +14.8% |
| 3M | +23.2% | -8.2% | +31.4% | +27.9% |
| 6M | +91.9% | +15.6% | +76.3% | +78.0% |
| YTD | +61.6% | +37.6% | +24.0% | +37.1% |
| 1Y | +43.9% | +50.1% | -6.2% | +17.0% |
| 3Y | +88.6% | +183.1% | -94.4% | +14.6% |
| 5Y | -3.1% | +104.8% | -107.9% | -34.7% |
| All | +274.7% | +198.3% | +76.5% | +92.7% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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