+145.8%
STT vs MNDY
-55.0%
+200.7%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.2% | -1.4% | -0.3% |
| 7D | +4.8% | -11.3% | +16.1% | +5.9% |
| 30D | +3.9% | -10.8% | +14.8% | +4.9% |
| 3M | -8.2% | -17.3% | +9.1% | -7.0% |
| 6M | +15.6% | +15.2% | +0.4% | +12.1% |
| YTD | +37.6% | -47.1% | +84.8% | +44.5% |
| 1Y | +50.1% | -51.4% | +101.6% | +59.1% |
| 3Y | +183.1% | -49.6% | +232.7% | +189.2% |
| 5Y | +104.8% | -78.6% | +183.4% | +94.3% |
| All | +145.8% | -55.0% | +200.7% | +155.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MNDY.
Daily Out/Under-Performance
Portfolio return minus MNDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MNDY 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 MNDY 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