+694.6%
DELL vs STT
+203.8%
+490.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.2% | +3.1% | +2.7% |
| 7D | +25.6% | +2.2% | +23.4% | +23.9% |
| 30D | +17.7% | +3.9% | +13.8% | +14.9% |
| 3M | +33.4% | +19.2% | +14.3% | +19.4% |
| 6M | +266.2% | +60.4% | +205.8% | +170.2% |
| YTD | +328.0% | +51.5% | +276.5% | +225.9% |
| 1Y | +339.6% | +76.3% | +263.3% | +201.4% |
| 3Y | +694.6% | +200.7% | +493.9% | +340.1% |
| All | +694.6% | +203.8% | +490.8% | +340.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling