+334.7%
STM vs BB
+307.3%
+27.4%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +4.4% | 0.0% | +3.4% |
| 7D | -10.7% | +3.8% | -14.5% | -11.6% |
| 30D | -25.7% | -0.3% | -25.4% | -25.8% |
| 3M | -21.6% | -0.5% | -21.1% | -21.9% |
| 6M | -27.8% | +45.9% | -73.7% | -34.9% |
| YTD | +61.8% | +130.6% | -68.9% | +29.9% |
| 1Y | +78.1% | +89.2% | -11.1% | +49.4% |
| 3Y | +4.9% | +137.5% | -132.6% | -21.0% |
| 5Y | -14.3% | -20.9% | +6.6% | -19.6% |
| 10Y | +414.1% | +25.4% | +388.7% | +243.3% |
| All | +334.7% | +307.3% | +27.4% | +17.0% |
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