+173.8%
STT vs MNDY
-47.4%
+221.2%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.4% | +6.6% | +0.8% |
| 7D | +0.5% | -9.6% | +10.1% | +1.5% |
| 30D | +3.9% | -0.4% | +4.3% | +3.6% |
| 3M | +20.0% | +4.3% | +15.6% | +18.7% |
| 6M | +55.3% | +19.8% | +35.5% | +50.2% |
| YTD | +53.3% | -38.3% | +91.6% | +59.3% |
| 1Y | +74.7% | -50.1% | +124.8% | +85.3% |
| 3Y | +205.8% | -48.4% | +254.3% | +213.1% |
| 5Y | +145.0% | -76.0% | +221.0% | +129.9% |
| All | +173.8% | -47.4% | +221.2% | +181.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling