+26.2%
MAR vs STT
+75.3%
-49.1%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | 0.0% | +0.1% |
| 7D | -4.2% | +0.5% | -4.6% | -4.3% |
| 30D | -6.7% | +3.9% | -10.5% | -8.0% |
| 3M | -12.5% | +20.0% | -32.4% | -18.3% |
| 6M | +0.6% | +55.3% | -54.7% | -14.5% |
| YTD | +9.1% | +53.3% | -44.2% | -7.6% |
| 1Y | +26.2% | +74.7% | -48.5% | +2.3% |
| All | +26.2% | +75.3% | -49.1% | +2.3% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 1y: compounded portfolio wealth divided by compounded STT 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…
1y analysis · Full analysis span regression · 6 months rolling