+99.4%
STT vs BB
-20.8%
+120.2%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.4% | -4.2% | -0.6% |
| 7D | -2.5% | +3.8% | -6.3% | -3.2% |
| 30D | -5.0% | -0.3% | -4.6% | -5.3% |
| 3M | -10.5% | -0.5% | -10.0% | -11.3% |
| 6M | +10.0% | +45.9% | -35.9% | -0.8% |
| YTD | +30.7% | +130.6% | -99.9% | +6.8% |
| 1Y | +43.8% | +89.2% | -45.4% | +21.7% |
| 3Y | +168.1% | +137.5% | +30.6% | +104.7% |
| All | +99.4% | -20.8% | +120.2% | +94.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling