+35.0%
STM vs BBAI
-71.7%
+106.7%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.1% | +2.3% | -0.7% |
| 7D | +1.7% | -4.1% | +5.7% | +1.8% |
| 30D | -5.2% | -12.4% | +7.2% | -4.8% |
| 3M | -29.6% | -29.1% | -0.5% | -28.9% |
| 6M | +54.4% | -32.6% | +87.0% | +55.8% |
| YTD | +99.5% | -47.6% | +147.1% | +102.4% |
| 1Y | +100.8% | -41.0% | +141.8% | +102.7% |
| 3Y | +20.2% | +67.5% | -47.3% | +17.9% |
| 5Y | +21.1% | -71.3% | +92.4% | +28.4% |
| All | +35.0% | -71.7% | +106.7% | +42.8% |
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