+443.4%
STM vs BB
+258.8%
+184.6%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | +5.8% | -5.6% | +11.4% | +7.2% |
| 30D | -1.0% | -11.8% | +10.8% | +1.9% |
| 3M | -33.3% | -25.5% | -7.7% | -28.7% |
| 6M | +57.4% | +121.3% | -63.9% | +28.3% |
| YTD | +102.2% | +103.2% | -1.0% | +68.2% |
| 1Y | +99.6% | +102.6% | -3.0% | +64.9% |
| 3Y | +14.5% | +37.5% | -23.0% | -2.5% |
| 5Y | +21.4% | -30.4% | +51.8% | +17.2% |
| 10Y | +695.0% | 0.0% | +695.0% | +462.4% |
| All | +443.4% | +258.8% | +184.6% | +51.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling