+40.6%
BBY vs STT
+195.2%
-154.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | +1.2% | +1.0% | +0.2% | +0.6% |
| 30D | +6.8% | +2.8% | +4.0% | +5.0% |
| 3M | +18.7% | +18.1% | +0.6% | +7.2% |
| 6M | +37.3% | +59.2% | -21.9% | +2.3% |
| YTD | +35.3% | +51.5% | -16.2% | +3.3% |
| 1Y | +20.7% | +75.7% | -55.0% | -17.4% |
| All | +40.6% | +195.2% | -154.6% | -29.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling