+46.8%
STT vs BB
+98.3%
-51.5%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.3% | +0.5% |
| 7D | +1.1% | +11.6% | -10.5% | -0.1% |
| 30D | -1.9% | +2.6% | -4.5% | -2.4% |
| 3M | -7.6% | +3.5% | -11.1% | -8.4% |
| 6M | +16.0% | +43.5% | -27.5% | +7.6% |
| YTD | +36.2% | +141.2% | -105.0% | +11.7% |
| 1Y | +46.8% | +97.4% | -50.6% | +24.5% |
| All | +46.8% | +98.3% | -51.5% | +24.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling