+155.8%
STT vs MDY
+45.8%
+109.9%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +1.1% |
| 7D | +1.0% | -0.8% | +1.7% | +1.8% |
| 30D | +2.8% | -3.9% | +6.7% | +7.2% |
| 3M | +18.1% | 0.0% | +18.2% | +18.0% |
| 6M | +59.2% | +8.5% | +50.7% | +45.3% |
| YTD | +51.5% | +13.2% | +38.2% | +32.3% |
| 1Y | +75.7% | +15.0% | +60.6% | +50.9% |
| 3Y | +200.8% | +49.6% | +151.2% | +91.5% |
| 5Y | +155.8% | +46.0% | +109.8% | +68.0% |
| All | +155.8% | +45.8% | +109.9% | +68.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling