+99.6%
STM vs BB
+105.3%
-5.7%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | +5.8% | -5.6% | +11.4% | +7.8% |
| 30D | -1.0% | -11.8% | +10.8% | +3.1% |
| 3M | -33.3% | -25.5% | -7.7% | -27.2% |
| 6M | +57.4% | +121.3% | -63.9% | +27.0% |
| YTD | +102.2% | +103.2% | -1.0% | +66.1% |
| 1Y | +99.6% | +102.6% | -3.0% | +70.4% |
| All | +99.6% | +105.3% | -5.7% | +70.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 1y: compounded portfolio wealth divided by compounded BB 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…
1y analysis · Full analysis span regression · 6 months rolling