+236.2%
BBY vs STT
+267.9%
-31.7%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.2% |
| 7D | +0.7% | -1.4% | +2.0% | +1.3% |
| 30D | +5.8% | +2.2% | +3.6% | +4.6% |
| 3M | +18.0% | +18.8% | -0.8% | +8.5% |
| 6M | +39.8% | +57.9% | -18.1% | +11.9% |
| YTD | +35.4% | +51.0% | -15.6% | +10.2% |
| 1Y | +21.4% | +77.1% | -55.7% | -8.5% |
| 3Y | +39.5% | +199.8% | -160.3% | -17.5% |
| 5Y | -0.5% | +156.0% | -156.4% | -39.4% |
| All | +236.2% | +267.9% | -31.7% | +61.8% |
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