+655.9%
STM vs MKTX
+5.0%
+650.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.6% | +1.5% |
| 7D | -1.4% | -0.2% | -1.2% | -1.3% |
| 30D | -4.9% | +0.7% | -5.7% | -5.1% |
| 3M | -34.0% | +40.8% | -74.8% | -40.2% |
| 6M | +51.8% | -8.0% | +59.8% | +53.7% |
| YTD | +99.4% | -8.7% | +108.1% | +101.8% |
| 1Y | +99.1% | -11.8% | +110.9% | +102.8% |
| 3Y | +19.5% | -24.0% | +43.5% | +21.4% |
| 5Y | +19.5% | -60.3% | +79.8% | +46.8% |
| All | +655.9% | +5.0% | +650.8% | +687.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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