-27.8%
STM vs BBWI
+16.7%
-44.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -3.3% | +7.7% | +4.7% |
| 7D | -10.7% | -6.2% | -4.5% | -10.0% |
| 30D | -25.7% | +19.9% | -45.7% | -26.6% |
| 3M | -21.6% | +7.1% | -28.7% | -21.2% |
| 6M | -27.8% | +13.7% | -41.5% | -28.5% |
| All | -27.8% | +16.7% | -44.5% | -28.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling