+21.7%
STM vs BBWI
-42.5%
+64.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.8% | -1.0% | +1.1% |
| 7D | +5.8% | +1.5% | +4.3% | +5.3% |
| 30D | -1.0% | -5.2% | +4.2% | 0.0% |
| 3M | -33.3% | +11.1% | -44.4% | -36.1% |
| 6M | +57.4% | -13.4% | +70.7% | +60.9% |
| YTD | +102.2% | +0.1% | +102.1% | +95.9% |
| 1Y | +99.6% | -36.1% | +135.7% | +122.4% |
| All | +21.7% | -42.5% | +64.1% | +29.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling