-98.3%
DFNS vs STT
+74.0%
-172.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.9% |
| 7D | +0.8% | +2.2% | -1.4% | +1.1% |
| 30D | -73.2% | +3.9% | -77.1% | -72.9% |
| 3M | -72.4% | +19.2% | -91.6% | -75.5% |
| 6M | -95.2% | +60.4% | -155.6% | -96.9% |
| YTD | -98.0% | +51.5% | -149.4% | -98.6% |
| 1Y | -98.3% | +76.3% | -174.5% | -98.9% |
| All | -98.3% | +74.0% | -172.2% | -98.9% |
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 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