+264.3%
STT vs MKTX
+5.0%
+259.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.1% |
| 7D | -0.4% | -0.2% | -0.2% | -0.4% |
| 30D | +1.7% | +0.7% | +1.0% | +1.6% |
| 3M | +17.9% | +40.8% | -22.9% | +10.1% |
| 6M | +55.3% | -8.0% | +63.3% | +56.5% |
| YTD | +52.7% | -8.7% | +61.4% | +53.8% |
| 1Y | +75.7% | -11.8% | +87.5% | +77.9% |
| 3Y | +197.9% | -24.0% | +221.9% | +202.7% |
| 5Y | +158.8% | -60.3% | +219.1% | +192.9% |
| All | +264.3% | +5.0% | +259.2% | +210.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling