+755.9%
DE vs STT
+198.3%
+557.6%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.6% | -0.7% |
| 7D | +0.3% | +4.8% | -4.5% | -1.8% |
| 30D | +3.6% | +3.9% | -0.4% | +1.7% |
| 3M | +10.2% | -8.2% | +18.4% | +14.1% |
| 6M | +16.6% | +15.6% | +1.0% | +8.3% |
| YTD | +45.8% | +37.6% | +8.2% | +24.4% |
| 1Y | +43.9% | +50.1% | -6.2% | +17.7% |
| 3Y | +89.6% | +183.1% | -93.4% | +13.1% |
| 5Y | +100.3% | +104.8% | -4.5% | +33.0% |
| All | +755.9% | +198.3% | +557.6% | +347.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling