+114.3%
STT vs MULL
+2,561.4%
-2,447.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +11.8% | -11.6% | -0.5% |
| 7D | +0.5% | +17.3% | -16.8% | -0.5% |
| 30D | +3.9% | +23.5% | -19.6% | +2.3% |
| 3M | +20.0% | -24.0% | +43.9% | +18.0% |
| 6M | +55.3% | +276.7% | -221.4% | +31.5% |
| YTD | +53.3% | +565.1% | -511.7% | +21.4% |
| 1Y | +74.7% | +2,802.6% | -2,727.9% | +15.2% |
| All | +114.3% | +2,561.4% | -2,447.1% | +27.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling