+4.9%
STM vs BB
+132.4%
-127.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +4.4% | 0.0% | +3.1% |
| 7D | -10.7% | +3.8% | -14.5% | -11.8% |
| 30D | -25.7% | -0.3% | -25.4% | -25.8% |
| 3M | -21.6% | -0.5% | -21.1% | -22.0% |
| 6M | -27.8% | +45.9% | -73.7% | -35.8% |
| YTD | +61.8% | +130.6% | -68.9% | +25.1% |
| 1Y | +78.1% | +89.2% | -11.1% | +44.7% |
| 3Y | +4.9% | +137.5% | -132.6% | -28.1% |
| All | +4.9% | +132.4% | -127.5% | -28.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling