+403.7%
DAL vs STT
+277.7%
+126.1%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +2.2% | +5.0% | +6.0% |
| 7D | +11.1% | -0.1% | +11.1% | +11.2% |
| 30D | +7.7% | -1.7% | +9.4% | +8.8% |
| 3M | -3.5% | -6.4% | +2.8% | -0.1% |
| 6M | +31.3% | +17.7% | +13.6% | +20.4% |
| YTD | +30.0% | +36.9% | -6.9% | +10.0% |
| 1Y | +62.1% | +52.0% | +10.0% | +30.1% |
| 3Y | +176.6% | +178.6% | -1.9% | +64.2% |
| 5Y | +126.2% | +109.1% | +17.1% | +51.2% |
| 10Y | +135.1% | +226.1% | -91.0% | +23.4% |
| All | +403.7% | +277.7% | +126.1% | +108.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling