+26.6%
MAR vs STT
+76.7%
-50.1%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -0.5% | +1.0% | -1.5% | -0.8% |
| 30D | -4.7% | +2.8% | -7.5% | -5.6% |
| 3M | -15.6% | +18.1% | -33.7% | -20.8% |
| 6M | +1.2% | +59.2% | -58.0% | -14.6% |
| YTD | +7.5% | +51.5% | -44.0% | -8.7% |
| 1Y | +26.6% | +75.7% | -49.0% | +1.8% |
| All | +26.6% | +76.7% | -50.1% | +1.8% |
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