+77.5%
DE vs STT
+203.8%
-126.3%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.6% | -1.4% |
| 7D | +0.7% | +2.2% | -1.5% | -0.1% |
| 30D | +9.6% | +3.9% | +5.7% | +7.9% |
| 3M | +19.0% | +19.2% | -0.2% | +10.7% |
| 6M | +16.1% | +60.4% | -44.3% | -4.1% |
| YTD | +47.0% | +51.5% | -4.4% | +23.6% |
| 1Y | +43.1% | +76.3% | -33.1% | +12.3% |
| 3Y | +77.5% | +200.7% | -123.3% | +6.6% |
| All | +77.5% | +203.8% | -126.3% | +6.6% |
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 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