+90.3%
STT vs MULL
+1,070.1%
-979.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.5% | +2.9% | +0.6% |
| 7D | +1.1% | -32.2% | +33.4% | +3.0% |
| 30D | -1.9% | -55.4% | +53.5% | +2.0% |
| 3M | -7.6% | -41.3% | +33.7% | -5.9% |
| 6M | +16.0% | -44.9% | +60.9% | +13.1% |
| YTD | +36.2% | +192.4% | -156.2% | +12.0% |
| 1Y | +46.8% | +239.4% | -192.6% | +17.7% |
| All | +90.3% | +1,070.1% | -979.7% | +17.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling