+539.2%
MAR vs STT
+203.9%
+335.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | -0.6% |
| 7D | +1.0% | +0.4% | +0.6% | +0.7% |
| 30D | +16.2% | -0.4% | +16.6% | +16.3% |
| 3M | +23.1% | -6.5% | +29.5% | +27.0% |
| 6M | +22.0% | +17.2% | +4.8% | +11.1% |
| YTD | +39.2% | +38.2% | +1.0% | +15.4% |
| 1Y | +48.3% | +49.3% | -1.0% | +17.8% |
| 3Y | +123.4% | +181.9% | -58.5% | +24.0% |
| 5Y | +185.4% | +106.9% | +78.5% | +80.2% |
| 10Y | +539.2% | +203.1% | +336.0% | +213.3% |
| All | +539.2% | +203.9% | +335.2% | +213.3% |
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 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