+1,808.6%
STM vs BBWI
+958.4%
+850.2%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -3.3% | +7.7% | +5.6% |
| 7D | -10.7% | -6.2% | -4.5% | -8.8% |
| 30D | -25.7% | +19.9% | -45.7% | -30.8% |
| 3M | -21.6% | +7.1% | -28.7% | -24.8% |
| 6M | -27.8% | +13.7% | -41.5% | -33.2% |
| YTD | +61.8% | +9.6% | +52.2% | +48.9% |
| 1Y | +78.1% | -1.6% | +79.7% | +67.2% |
| 3Y | +4.9% | -25.9% | +30.8% | +3.4% |
| 5Y | -14.3% | -67.8% | +53.5% | +8.0% |
| 10Y | +414.1% | -43.5% | +457.5% | +305.8% |
| All | +1,808.6% | +958.4% | +850.2% | +226.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling