+657.6%
STM vs BB
+3.3%
+654.3%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.2% | -2.7% | -1.1% |
| 7D | +5.2% | +0.5% | +4.7% | +5.0% |
| 30D | -7.4% | -12.4% | +5.0% | -4.4% |
| 3M | -30.6% | -15.3% | -15.4% | -28.2% |
| 6M | +66.4% | +128.8% | -62.4% | +34.6% |
| YTD | +101.1% | +107.7% | -6.5% | +66.5% |
| 1Y | +97.4% | +103.9% | -6.5% | +62.8% |
| 3Y | +21.1% | +72.6% | -51.4% | -2.1% |
| 5Y | +22.5% | -24.3% | +46.7% | +12.7% |
| 10Y | +657.6% | +3.1% | +654.4% | +401.5% |
| All | +657.6% | +3.3% | +654.3% | +401.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling