+762.6%
DE vs STT
+198.7%
+563.9%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.3% | -1.6% | -1.8% |
| 7D | +2.3% | +5.1% | -2.8% | +0.1% |
| 30D | +4.4% | -0.2% | +4.7% | +4.4% |
| 3M | +9.8% | -8.1% | +17.9% | +13.6% |
| 6M | +15.8% | +16.6% | -0.9% | +7.1% |
| YTD | +47.0% | +37.8% | +9.1% | +25.3% |
| 1Y | +42.8% | +46.8% | -4.0% | +18.0% |
| 3Y | +88.9% | +181.2% | -92.2% | +13.1% |
| 5Y | +101.9% | +105.1% | -3.2% | +34.0% |
| All | +762.6% | +198.7% | +563.9% | +350.6% |
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