+19.6%
STM vs MKTX
-25.1%
+44.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | +1.7% | +0.3% | +1.4% | +1.7% |
| 30D | -5.2% | +1.0% | -6.1% | -5.2% |
| 3M | -29.6% | +40.8% | -70.4% | -29.4% |
| 6M | +54.4% | -10.9% | +65.2% | +55.5% |
| YTD | +99.5% | -8.6% | +108.1% | +100.2% |
| 1Y | +100.8% | -11.6% | +112.3% | +101.7% |
| All | +19.6% | -25.1% | +44.7% | +18.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling