-4.6%
STM vs BBWI
-67.6%
+63.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.5% | -0.9% | +0.1% |
| 7D | +12.0% | +0.1% | +11.9% | +12.0% |
| 30D | -0.4% | +12.9% | -13.2% | -4.3% |
| 3M | -13.2% | +16.0% | -29.2% | -18.3% |
| 6M | -26.1% | +16.6% | -42.7% | -31.4% |
| YTD | +81.2% | +9.7% | +71.4% | +68.5% |
| 1Y | +98.3% | +1.5% | +96.8% | +86.4% |
| 3Y | +16.7% | -21.4% | +38.1% | +12.7% |
| All | -4.6% | -67.6% | +63.1% | +25.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling