+422.5%
STM vs BBWI
-41.3%
+463.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +1.9% | +4.9% | +6.3% |
| 7D | -5.6% | -6.2% | +0.6% | -4.1% |
| 30D | -14.4% | +25.5% | -39.9% | -19.5% |
| 3M | -20.5% | +8.0% | -28.4% | -22.9% |
| 6M | -24.5% | +12.7% | -37.2% | -28.2% |
| YTD | +72.7% | +11.6% | +61.0% | +62.7% |
| 1Y | +91.0% | -0.9% | +91.9% | +83.4% |
| 3Y | +13.5% | -22.7% | +36.2% | +12.7% |
| 5Y | -9.2% | -67.2% | +58.0% | +5.7% |
| 10Y | +422.5% | -43.7% | +466.2% | +317.6% |
| All | +422.5% | -41.3% | +463.8% | +317.6% |
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