+554.6%
STT vs MKTX
+1,445.7%
-891.0%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | +2.2% | +0.4% | +1.8% | +2.0% |
| 30D | +3.9% | +1.0% | +2.9% | +3.6% |
| 3M | +19.2% | +41.3% | -22.1% | +4.9% |
| 6M | +60.4% | -11.3% | +71.7% | +63.4% |
| YTD | +51.5% | -8.6% | +60.0% | +52.3% |
| 1Y | +76.3% | -11.1% | +87.3% | +78.2% |
| 3Y | +200.7% | -24.5% | +225.3% | +207.1% |
| 5Y | +157.5% | -61.4% | +218.9% | +220.3% |
| 10Y | +262.0% | +6.8% | +255.1% | +180.8% |
| All | +554.6% | +1,445.7% | -891.0% | +37.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling