+4,119.5%
STT vs MDY
+2,662.7%
+1,456.8%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | 0.0% | 0.0% |
| 7D | +0.5% | +0.1% | +0.3% | +0.3% |
| 30D | +3.9% | -1.5% | +5.3% | +5.6% |
| 3M | +20.0% | +0.8% | +19.2% | +18.6% |
| 6M | +55.3% | +7.4% | +47.9% | +42.4% |
| YTD | +53.3% | +15.2% | +38.1% | +29.7% |
| 1Y | +74.7% | +16.5% | +58.2% | +45.7% |
| 3Y | +205.8% | +46.8% | +159.0% | +92.6% |
| 5Y | +145.0% | +46.0% | +99.0% | +56.8% |
| 10Y | +266.0% | +172.1% | +93.9% | +15.2% |
| All | +4,119.5% | +2,662.7% | +1,456.8% | +105.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling