-100.0%
DFNS vs STT
+100.0%
-200.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | +0.2% | -12.4% | -12.1% |
| 7D | -44.0% | -2.5% | -41.5% | -45.1% |
| 30D | -69.1% | -5.0% | -64.2% | -70.2% |
| 3M | -95.6% | -10.5% | -85.2% | -95.9% |
| 6M | -96.2% | +10.0% | -106.2% | -95.9% |
| YTD | -99.6% | +30.7% | -130.3% | -99.5% |
| 1Y | -99.7% | +43.8% | -143.5% | -99.7% |
| 3Y | -100.0% | +168.1% | -268.1% | -100.0% |
| All | -100.0% | +100.0% | -200.0% | -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