+21.1%
STM vs MKTX
-61.3%
+82.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | +1.7% | +0.3% | +1.4% | +1.6% |
| 30D | -5.2% | +1.0% | -6.1% | -5.3% |
| 3M | -29.6% | +40.8% | -70.4% | -35.0% |
| 6M | +54.4% | -10.9% | +65.2% | +58.7% |
| YTD | +99.5% | -8.6% | +108.1% | +103.1% |
| 1Y | +100.8% | -11.6% | +112.3% | +105.7% |
| 3Y | +20.2% | -24.5% | +44.7% | +21.7% |
| 5Y | +21.1% | -60.7% | +81.9% | +41.8% |
| All | +21.1% | -61.3% | +82.5% | +41.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling