+173.8%
DAL vs STT
+165.4%
+8.5%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.2% | +2.0% | +2.0% |
| 7D | +8.8% | -2.5% | +11.3% | +11.3% |
| 30D | +5.4% | -5.0% | +10.3% | +10.2% |
| 3M | -4.9% | -10.5% | +5.5% | +4.3% |
| 6M | +19.8% | +10.0% | +9.8% | +8.7% |
| YTD | +27.0% | +30.7% | -3.7% | -2.2% |
| 1Y | +52.5% | +43.8% | +8.7% | +7.5% |
| 3Y | +173.8% | +168.1% | +5.8% | +15.7% |
| All | +173.8% | +165.4% | +8.5% | +15.7% |
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