+157.5%
STT vs MTB
+102.5%
+55.0%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -0.9% |
| 7D | +2.2% | +2.8% | -0.6% | +0.6% |
| 30D | +3.9% | -4.2% | +8.1% | +6.5% |
| 3M | +19.2% | +7.8% | +11.4% | +13.9% |
| 6M | +60.4% | +14.8% | +45.6% | +47.5% |
| YTD | +51.5% | +20.8% | +30.7% | +35.1% |
| 1Y | +76.3% | +23.1% | +53.2% | +55.4% |
| 3Y | +200.7% | +114.8% | +85.9% | +90.9% |
| 5Y | +157.5% | +103.3% | +54.2% | +61.2% |
| All | +157.5% | +102.5% | +55.0% | +61.2% |
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