+21.9%
STM vs BBAI
-79.3%
+101.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -10.0% | +10.4% | +0.8% |
| 7D | +16.3% | -6.8% | +23.1% | +16.5% |
| 30D | -6.3% | -13.4% | +7.1% | -5.8% |
| 3M | -14.1% | -36.5% | +22.4% | -12.9% |
| 6M | -19.6% | -50.6% | +31.0% | -17.9% |
| YTD | +80.1% | -61.7% | +141.8% | +84.5% |
| 1Y | +95.4% | -71.1% | +166.5% | +101.1% |
| 3Y | +14.7% | +32.7% | -18.0% | +13.6% |
| 5Y | -5.4% | -79.2% | +73.8% | +1.1% |
| All | +21.9% | -79.3% | +101.2% | +30.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BBAI.
Daily Out/Under-Performance
Portfolio return minus BBAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBAI 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 BBAI 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