+111.7%
STT vs MULL
+2,481.0%
-2,369.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.0% | +1.8% | -1.0% |
| 7D | +2.2% | +14.0% | -11.8% | +1.4% |
| 30D | +3.9% | +24.8% | -20.9% | +2.3% |
| 3M | +19.2% | -16.1% | +35.3% | +16.9% |
| 6M | +60.4% | +330.9% | -270.5% | +34.3% |
| YTD | +51.5% | +545.0% | -493.5% | +20.2% |
| 1Y | +76.3% | +2,427.1% | -2,350.8% | +18.0% |
| All | +111.7% | +2,481.0% | -2,369.4% | +25.7% |
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