+705.2%
STT vs BB
+307.3%
+397.9%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.4% | -4.2% | -0.5% |
| 7D | -2.5% | +3.8% | -6.3% | -3.1% |
| 30D | -5.0% | -0.3% | -4.6% | -5.2% |
| 3M | -10.5% | -0.5% | -10.0% | -11.1% |
| 6M | +10.0% | +45.9% | -35.9% | +1.5% |
| YTD | +30.7% | +130.6% | -99.9% | +11.9% |
| 1Y | +43.8% | +89.2% | -45.4% | +26.6% |
| 3Y | +168.1% | +137.5% | +30.6% | +118.5% |
| 5Y | +101.4% | -20.9% | +122.3% | +87.7% |
| 10Y | +211.3% | +25.4% | +185.9% | +133.5% |
| All | +705.2% | +307.3% | +397.9% | +401.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling