+537.5%
MAR vs STT
+198.3%
+339.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.4% | +2.2% | +2.4% |
| 7D | +2.9% | +1.1% | +1.7% | +2.2% |
| 30D | +17.0% | -1.9% | +19.0% | +18.1% |
| 3M | +23.2% | -7.6% | +30.7% | +28.0% |
| 6M | +21.7% | +16.0% | +5.8% | +11.6% |
| YTD | +38.9% | +36.2% | +2.7% | +16.1% |
| 1Y | +48.7% | +46.8% | +1.9% | +19.2% |
| 3Y | +122.9% | +177.8% | -54.9% | +24.7% |
| 5Y | +177.5% | +105.8% | +71.6% | +75.6% |
| 10Y | +537.5% | +197.6% | +340.0% | +215.5% |
| All | +537.5% | +198.3% | +339.2% | +215.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling