+21.1%
STM vs BBY
+42.7%
-21.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.1% |
| 7D | +5.2% | +8.1% | -2.9% | +2.0% |
| 30D | -7.4% | +8.9% | -16.3% | -10.9% |
| 3M | -30.6% | +22.0% | -52.7% | -36.4% |
| 6M | +66.4% | +37.8% | +28.6% | +43.1% |
| YTD | +101.1% | +37.3% | +63.8% | +71.9% |
| 1Y | +97.4% | +21.6% | +75.8% | +78.2% |
| 3Y | +21.1% | +41.5% | -20.4% | -3.3% |
| All | +21.1% | +42.7% | -21.5% | -3.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling