+844.7%
STT vs BB
+258.8%
+585.9%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +0.5% | -5.6% | +6.1% | +1.4% |
| 30D | +3.9% | -11.8% | +15.7% | +5.6% |
| 3M | +20.0% | -25.5% | +45.5% | +24.0% |
| 6M | +55.3% | +121.3% | -66.0% | +34.7% |
| YTD | +53.3% | +103.2% | -49.8% | +34.7% |
| 1Y | +74.7% | +102.6% | -27.9% | +52.8% |
| 3Y | +205.8% | +37.5% | +168.3% | +170.9% |
| 5Y | +145.0% | -30.4% | +175.4% | +133.6% |
| 10Y | +266.0% | 0.0% | +266.0% | +185.6% |
| All | +844.7% | +258.8% | +585.9% | +503.3% |
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