+200.7%
STT vs MDY
+51.1%
+149.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.6% | -0.6% |
| 7D | +2.2% | +1.0% | +1.1% | +1.2% |
| 30D | +3.9% | -3.1% | +7.0% | +7.1% |
| 3M | +19.2% | +1.8% | +17.3% | +16.9% |
| 6M | +60.4% | +10.8% | +49.6% | +44.8% |
| YTD | +51.5% | +14.4% | +37.0% | +32.9% |
| 1Y | +76.3% | +15.2% | +61.1% | +53.7% |
| 3Y | +200.7% | +51.2% | +149.6% | +103.0% |
| All | +200.7% | +51.1% | +149.7% | +103.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling