+136.8%
DELL vs STT
+48.0%
+88.8%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.4% | -3.9% | -3.9% |
| 7D | -18.1% | +1.1% | -19.2% | -18.7% |
| 30D | -42.9% | -1.9% | -41.0% | -41.1% |
| 3M | -26.9% | -7.6% | -19.3% | -19.8% |
| 6M | +28.8% | +16.0% | +12.8% | +20.8% |
| YTD | +168.4% | +36.2% | +132.3% | +117.1% |
| 1Y | +136.8% | +46.8% | +90.0% | +69.2% |
| All | +136.8% | +48.0% | +88.8% | +69.2% |
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