+3,313.5%
DELL vs STT
+237.7%
+3,075.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | +1.5% | +10.3% | +11.0% |
| 7D | +0.4% | +0.4% | -0.1% | +0.6% |
| 30D | -35.1% | -0.4% | -34.7% | -34.5% |
| 3M | -15.1% | -6.5% | -8.7% | -11.5% |
| 6M | +51.7% | +17.2% | +34.5% | +42.7% |
| YTD | +200.0% | +38.2% | +161.8% | +161.1% |
| 1Y | +172.1% | +49.3% | +122.8% | +128.8% |
| 3Y | +431.2% | +181.9% | +249.3% | +235.8% |
| 5Y | +633.1% | +106.9% | +526.2% | +410.8% |
| 10Y | +2,886.3% | +203.1% | +2,683.2% | +1,529.1% |
| All | +3,313.5% | +237.7% | +3,075.7% | +1,715.9% |
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