+14,609.3%
DE vs STT
+7,372.9%
+7,236.3%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.2% |
| 7D | +10.0% | +0.5% | +9.5% | +9.8% |
| 30D | +13.3% | +3.9% | +9.5% | +11.7% |
| 3M | +17.5% | +20.0% | -2.5% | +10.1% |
| 6M | +13.6% | +55.3% | -41.7% | -2.8% |
| YTD | +49.8% | +53.3% | -3.5% | +28.4% |
| 1Y | +47.9% | +74.7% | -26.8% | +20.7% |
| 3Y | +72.5% | +205.8% | -133.3% | +15.0% |
| 5Y | +90.2% | +145.0% | -54.8% | +32.7% |
| 10Y | +865.4% | +266.0% | +599.4% | +469.1% |
| All | +14,609.3% | +7,372.9% | +7,236.3% | +2,650.3% |
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