+197.9%
STT vs MKTX
-25.3%
+223.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +1.7% |
| 3M | +17.9% | +40.8% | -22.9% | +15.7% |
| 6M | +55.3% | -8.0% | +63.3% | +55.2% |
| YTD | +52.7% | -8.7% | +61.4% | +52.5% |
| 1Y | +75.7% | -11.8% | +87.5% | +75.8% |
| 3Y | +197.9% | -24.0% | +221.9% | +193.8% |
| All | +197.9% | -25.3% | +223.2% | +193.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling