+422.5%
STM vs BB
+33.0%
+389.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +5.5% | +1.3% | +5.4% |
| 7D | -5.6% | +15.0% | -20.5% | -8.8% |
| 30D | -14.4% | +3.5% | -17.9% | -15.3% |
| 3M | -20.5% | +2.7% | -23.1% | -21.4% |
| 6M | -24.5% | +44.7% | -69.2% | -31.8% |
| YTD | +72.7% | +143.3% | -70.6% | +36.9% |
| 1Y | +91.0% | +102.2% | -11.2% | +57.6% |
| 3Y | +13.5% | +156.1% | -142.6% | -16.1% |
| 5Y | -9.2% | -17.6% | +8.4% | -18.6% |
| 10Y | +422.5% | +29.0% | +393.6% | +228.2% |
| All | +422.5% | +33.0% | +389.5% | +228.2% |
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