+306.0%
STM vs MKTX
+1,471.0%
-1,165.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.5% | +0.6% |
| 7D | +12.0% | +0.2% | +11.8% | +11.9% |
| 30D | -0.4% | +0.9% | -1.3% | -0.6% |
| 3M | -13.2% | +2.6% | -15.8% | -13.8% |
| 6M | -26.1% | +20.4% | -46.5% | -30.8% |
| YTD | +81.2% | -7.1% | +88.2% | +81.3% |
| 1Y | +98.3% | -2.8% | +101.1% | +95.7% |
| 3Y | +16.7% | -21.7% | +38.5% | +17.9% |
| 5Y | -4.8% | -54.5% | +49.7% | +10.5% |
| 10Y | +468.8% | +13.0% | +455.8% | +391.5% |
| All | +306.0% | +1,471.0% | -1,165.1% | +47.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling