+160.7%
STT vs BB
-28.6%
+189.3%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +0.5% | -5.6% | +6.1% | +1.5% |
| 30D | +3.9% | -11.8% | +15.7% | +6.0% |
| 3M | +20.0% | -25.5% | +45.5% | +24.8% |
| 6M | +55.3% | +121.3% | -66.0% | +28.6% |
| YTD | +53.3% | +103.2% | -49.8% | +29.1% |
| 1Y | +74.7% | +102.6% | -27.9% | +46.2% |
| 3Y | +205.8% | +37.5% | +168.3% | +164.8% |
| All | +160.7% | -28.6% | +189.3% | +150.0% |
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