+657.6%
STM vs BBWI
-56.0%
+713.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.1% | +2.6% | +0.3% |
| 7D | +5.2% | +1.6% | +3.6% | +4.8% |
| 30D | -7.4% | -6.2% | -1.1% | -6.3% |
| 3M | -30.6% | +4.3% | -35.0% | -32.1% |
| 6M | +66.4% | -7.2% | +73.5% | +65.9% |
| YTD | +101.1% | -3.0% | +104.2% | +97.6% |
| 1Y | +97.4% | -30.8% | +128.1% | +108.5% |
| 3Y | +21.1% | -43.4% | +64.5% | +30.4% |
| 5Y | +22.5% | -66.7% | +89.2% | +43.9% |
| 10Y | +657.6% | -55.7% | +713.3% | +564.1% |
| All | +657.6% | -56.0% | +713.5% | +564.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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