+14,519.2%
DE vs STT
+6,537.0%
+7,982.2%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -1.0% | -0.7% |
| 7D | +3.3% | +1.1% | +2.2% | +2.9% |
| 30D | +10.7% | -1.9% | +12.7% | +11.4% |
| 3M | +13.1% | -7.6% | +20.7% | +15.9% |
| 6M | +20.2% | +16.0% | +4.2% | +13.6% |
| YTD | +48.9% | +36.2% | +12.7% | +32.7% |
| 1Y | +46.6% | +46.8% | -0.2% | +27.2% |
| 3Y | +91.4% | +177.8% | -86.4% | +31.8% |
| 5Y | +108.1% | +105.8% | +2.3% | +54.0% |
| 10Y | +782.7% | +197.6% | +585.1% | +457.2% |
| All | +14,519.2% | +6,537.0% | +7,982.2% | +2,743.0% |
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