+77.1%
STT vs MULL
+2,040.8%
-1,963.6%
-11.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -9.3% | +9.0% | 0.0% |
| 7D | -1.4% | +3.6% | -5.0% | -1.5% |
| 30D | +2.2% | +22.0% | -19.8% | +1.3% |
| 3M | +18.8% | -8.6% | +27.5% | +17.0% |
| 6M | +57.9% | +248.5% | -190.6% | +44.7% |
| YTD | +51.0% | +516.3% | -465.3% | +33.9% |
| 1Y | +77.1% | +2,036.6% | -1,959.5% | +50.3% |
| All | +77.1% | +2,040.8% | -1,963.6% | +50.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 1y: compounded portfolio wealth divided by compounded MULL 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…
1y analysis · Full analysis span regression · 6 months rolling