+465.1%
STM vs BBY
+288.1%
+176.9%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | -0.1% | +0.3% |
| 7D | +12.0% | +4.5% | +7.6% | +10.0% |
| 30D | -0.4% | +16.8% | -17.2% | -7.5% |
| 3M | -13.2% | +23.2% | -36.4% | -22.1% |
| 6M | -26.1% | +91.9% | -118.0% | -46.3% |
| YTD | +81.2% | +61.6% | +19.5% | +40.1% |
| 1Y | +98.3% | +43.9% | +54.4% | +61.6% |
| 3Y | +16.7% | +88.6% | -71.9% | -19.4% |
| 5Y | -4.8% | -3.1% | -1.8% | -14.0% |
| All | +465.1% | +288.1% | +176.9% | +235.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 BBY 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