+159.9%
DELL vs STT
+46.7%
+113.2%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -0.1% | -7.0% | -7.0% |
| 7D | +4.9% | +4.8% | +0.1% | -0.1% |
| 30D | -32.1% | +3.9% | -36.0% | -34.0% |
| 3M | -30.2% | -8.2% | -22.1% | -23.4% |
| 6M | +41.7% | +15.6% | +26.1% | +33.6% |
| YTD | +176.6% | +37.6% | +138.9% | +124.4% |
| 1Y | +159.9% | +50.1% | +109.8% | +81.3% |
| All | +159.9% | +46.7% | +113.2% | +81.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling