+197.6%
STT vs BB
+28.9%
+168.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.3% | +0.6% |
| 7D | +1.1% | +11.6% | -10.5% | -0.7% |
| 30D | -1.9% | +2.6% | -4.5% | -2.7% |
| 3M | -7.6% | +3.5% | -11.1% | -8.9% |
| 6M | +16.0% | +43.5% | -27.5% | +6.4% |
| YTD | +36.2% | +141.2% | -105.0% | +13.6% |
| 1Y | +46.8% | +97.4% | -50.6% | +26.4% |
| 3Y | +177.8% | +151.1% | +26.7% | +118.8% |
| 5Y | +105.8% | -12.8% | +118.6% | +85.9% |
| 10Y | +197.6% | +27.5% | +170.1% | +87.1% |
| All | +197.6% | +28.9% | +168.7% | +87.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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