+2,662.4%
DELL vs STT
+198.3%
+2,464.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -0.1% | -7.0% | -7.1% |
| 7D | +4.9% | +4.8% | +0.1% | +2.6% |
| 30D | -32.1% | +3.9% | -36.0% | -33.0% |
| 3M | -30.2% | -8.2% | -22.1% | -26.6% |
| 6M | +41.7% | +15.6% | +26.1% | +34.1% |
| YTD | +176.6% | +37.6% | +138.9% | +141.0% |
| 1Y | +159.9% | +50.1% | +109.8% | +117.8% |
| 3Y | +388.0% | +183.1% | +204.9% | +207.2% |
| 5Y | +578.2% | +104.8% | +473.4% | +373.7% |
| All | +2,662.4% | +198.3% | +2,464.1% | +1,426.4% |
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