+4,681.2%
DELL vs STT
+274.7%
+4,406.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.3% | +1.4% |
| 7D | +14.9% | +0.5% | +14.4% | +14.8% |
| 30D | +13.3% | +3.9% | +9.4% | +11.6% |
| 3M | +24.4% | +20.0% | +4.4% | +14.7% |
| 6M | +258.0% | +55.3% | +202.7% | +192.8% |
| YTD | +320.2% | +53.3% | +266.9% | +245.2% |
| 1Y | +319.1% | +74.7% | +244.4% | +223.7% |
| 3Y | +706.5% | +205.8% | +500.7% | +385.0% |
| 5Y | +1,071.9% | +145.0% | +926.9% | +649.3% |
| 10Y | +4,683.5% | +266.0% | +4,417.5% | +2,328.9% |
| All | +4,681.2% | +274.7% | +4,406.5% | +2,301.1% |
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 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