+50.1%
STT vs MULL
+322.2%
-272.0%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.2% | +5.0% | +0.1% |
| 7D | +4.8% | +24.5% | -19.8% | +3.8% |
| 30D | +3.9% | -35.5% | +39.4% | +4.9% |
| 3M | -8.2% | -44.8% | +36.6% | -7.1% |
| 6M | +15.6% | -45.5% | +61.1% | +14.2% |
| YTD | +37.6% | +232.5% | -194.9% | +26.8% |
| 1Y | +50.1% | +343.3% | -293.1% | +36.1% |
| All | +50.1% | +322.2% | -272.0% | +36.1% |
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