+260.3%
STT vs MDY
+175.0%
+85.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | +0.8% |
| 7D | -1.4% | -2.5% | +1.2% | +1.5% |
| 30D | +2.2% | -5.0% | +7.2% | +8.3% |
| 3M | +18.8% | +0.5% | +18.4% | +18.0% |
| 6M | +57.9% | +8.0% | +49.9% | +44.2% |
| YTD | +51.0% | +12.2% | +38.8% | +32.3% |
| 1Y | +77.1% | +14.0% | +63.2% | +52.4% |
| 3Y | +199.8% | +48.2% | +151.7% | +89.0% |
| 5Y | +156.0% | +46.1% | +109.9% | +65.5% |
| All | +260.3% | +175.0% | +85.4% | +20.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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