+644.6%
STM vs BBY
+242.2%
+402.4%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.6% | -1.6% |
| 7D | -1.1% | +0.7% | -1.7% | -1.4% |
| 30D | -7.8% | +5.8% | -13.6% | -10.5% |
| 3M | -28.2% | +18.0% | -46.2% | -33.7% |
| 6M | +52.0% | +39.8% | +12.1% | +27.9% |
| YTD | +96.4% | +35.4% | +61.0% | +66.4% |
| 1Y | +98.8% | +21.4% | +77.4% | +76.4% |
| 3Y | +18.3% | +39.5% | -21.3% | -5.1% |
| 5Y | +17.7% | -0.5% | +18.2% | +6.1% |
| All | +644.6% | +242.2% | +402.4% | +386.6% |
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