+105.8%
STT vs BBAI
-76.7%
+182.5%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.3% | +5.7% | +0.5% |
| 7D | +1.1% | -8.3% | +9.4% | +1.3% |
| 30D | -1.9% | -2.9% | +1.0% | -1.9% |
| 3M | -7.6% | -28.2% | +20.6% | -7.1% |
| 6M | +16.0% | -44.5% | +60.5% | +16.9% |
| YTD | +36.2% | -57.0% | +93.2% | +37.6% |
| 1Y | +46.8% | -59.4% | +106.2% | +48.3% |
| 3Y | +177.8% | +48.7% | +129.1% | +174.1% |
| 5Y | +105.8% | -76.8% | +182.6% | +103.6% |
| All | +105.8% | -76.7% | +182.5% | +103.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BBAI.
Daily Out/Under-Performance
Portfolio return minus BBAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBAI 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 BBAI 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