+9.5%
STM vs BBAI
-77.8%
+87.3%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | 0.0% | +4.4% | +4.4% |
| 7D | -10.7% | -14.6% | +3.9% | -10.3% |
| 30D | -25.7% | -11.6% | -14.2% | -25.4% |
| 3M | -21.6% | -26.2% | +4.7% | -20.8% |
| 6M | -27.8% | -49.2% | +21.4% | -26.4% |
| YTD | +61.8% | -58.9% | +120.6% | +65.3% |
| 1Y | +78.1% | -60.8% | +138.9% | +82.0% |
| 3Y | +4.9% | +51.0% | -46.1% | +3.7% |
| 5Y | -14.3% | -77.7% | +63.4% | -8.6% |
| All | +9.5% | -77.8% | +87.3% | +16.6% |
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