-99.9%
DFNS vs STT
+282.0%
-381.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.7% |
| 7D | -16.0% | +0.5% | -16.5% | -16.0% |
| 30D | -77.7% | +3.9% | -81.6% | -77.1% |
| 3M | -77.2% | +20.0% | -97.1% | -74.6% |
| 6M | -95.2% | +55.3% | -150.5% | -93.9% |
| YTD | -98.0% | +53.3% | -151.3% | -97.5% |
| 1Y | -98.3% | +74.7% | -173.0% | -97.7% |
| 3Y | -99.9% | +205.8% | -305.7% | -99.8% |
| 5Y | -99.9% | +145.0% | -244.9% | -99.8% |
| All | -99.9% | +282.0% | -381.9% | -99.8% |
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