+16.9%
STM vs BBAI
-75.5%
+92.4%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +10.4% | -3.6% | +6.4% |
| 7D | -5.6% | -5.0% | -0.5% | -5.4% |
| 30D | -14.4% | +2.5% | -17.0% | -14.5% |
| 3M | -20.5% | -25.1% | +4.6% | -19.8% |
| 6M | -24.5% | -41.4% | +16.9% | -23.4% |
| YTD | +72.7% | -54.6% | +127.3% | +75.9% |
| 1Y | +91.0% | -56.9% | +147.9% | +94.5% |
| 3Y | +13.5% | +59.1% | -45.6% | +11.9% |
| 5Y | -9.2% | -75.4% | +66.2% | -3.5% |
| All | +16.9% | -75.5% | +92.4% | +24.1% |
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