+156.0%
STT vs MKTX
-60.6%
+216.5%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | -1.4% | -0.2% | -1.2% | -1.3% |
| 30D | +2.2% | +0.8% | +1.4% | +2.0% |
| 3M | +18.8% | +41.1% | -22.3% | +11.7% |
| 6M | +57.9% | -9.5% | +67.5% | +60.0% |
| YTD | +51.0% | -8.7% | +59.7% | +52.5% |
| 1Y | +77.1% | -10.0% | +87.1% | +79.1% |
| 3Y | +199.8% | -24.6% | +224.5% | +204.1% |
| 5Y | +156.0% | -60.3% | +216.3% | +175.7% |
| All | +156.0% | -60.6% | +216.5% | +175.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling