-100.0%
DFNS vs STT
+182.6%
-282.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.1% | -5.4% | -5.7% |
| 7D | -6.0% | +4.8% | -10.7% | +0.8% |
| 30D | -71.2% | +3.9% | -75.1% | -70.0% |
| 3M | -94.5% | -8.2% | -86.4% | -95.3% |
| 6M | -96.5% | +15.6% | -112.1% | -95.5% |
| YTD | -99.6% | +37.6% | -137.3% | -99.4% |
| 1Y | -99.7% | +50.1% | -149.8% | -99.4% |
| 3Y | -100.0% | +183.1% | -283.0% | -99.9% |
| All | -100.0% | +182.6% | -282.6% | -99.9% |
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 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