+36.8%
STM vs BBAI
-70.8%
+107.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.0% | +3.9% | +1.9% |
| 7D | +5.8% | -4.3% | +10.1% | +5.9% |
| 30D | -1.0% | -3.6% | +2.6% | -0.9% |
| 3M | -33.3% | -38.8% | +5.5% | -32.4% |
| 6M | +57.4% | -23.8% | +81.1% | +58.3% |
| YTD | +102.2% | -45.9% | +148.1% | +104.9% |
| 1Y | +99.6% | -40.8% | +140.4% | +101.4% |
| 3Y | +14.5% | +69.8% | -55.3% | +12.2% |
| 5Y | +21.4% | -70.3% | +91.7% | +28.6% |
| All | +36.8% | -70.8% | +107.6% | +44.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling