+106.9%
STT vs MTB
+65.0%
+42.0%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.7% | +1.6% |
| 7D | +0.4% | -2.0% | +2.4% | +1.7% |
| 30D | -0.4% | +0.1% | -0.6% | -0.5% |
| 3M | -6.5% | -12.1% | +5.6% | +0.8% |
| 6M | +17.2% | +7.3% | +9.9% | +12.1% |
| YTD | +38.2% | +11.5% | +26.7% | +29.1% |
| 1Y | +49.3% | +21.3% | +28.0% | +32.7% |
| 3Y | +181.9% | +104.1% | +77.8% | +84.8% |
| 5Y | +106.9% | +61.8% | +45.1% | +48.1% |
| All | +106.9% | +65.0% | +42.0% | +48.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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