+168.1%
DAL vs STT
+164.8%
+3.2%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -4.7% | +0.4% | -0.3% |
| 7D | +4.6% | -4.9% | +9.5% | +9.2% |
| 30D | +2.3% | -6.0% | +8.3% | +7.9% |
| 3M | -8.1% | -11.7% | +3.6% | +2.0% |
| 6M | +21.4% | +11.7% | +9.7% | +8.7% |
| YTD | +24.3% | +30.4% | -6.1% | -4.1% |
| 1Y | +47.4% | +43.9% | +3.4% | +3.8% |
| All | +168.1% | +164.8% | +3.2% | +13.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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