-100.0%
DFNS vs STT
+104.1%
-204.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.1% | -5.4% | -5.6% |
| 7D | -6.0% | +4.8% | -10.7% | -3.2% |
| 30D | -71.2% | +3.9% | -75.1% | -70.6% |
| 3M | -94.5% | -8.2% | -86.4% | -94.8% |
| 6M | -96.5% | +15.6% | -112.1% | -96.1% |
| YTD | -99.6% | +37.6% | -137.3% | -99.5% |
| 1Y | -99.7% | +50.1% | -149.8% | -99.6% |
| 3Y | -100.0% | +183.1% | -283.0% | -100.0% |
| All | -100.0% | +104.1% | -204.1% | -100.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling