+84.4%
DT vs STT
+269.7%
-185.4%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.2% | -2.0% | 0.0% |
| 7D | -20.2% | +0.9% | -21.2% | -20.5% |
| 30D | -30.8% | -2.3% | -28.4% | -30.1% |
| 3M | -10.2% | -7.0% | -3.2% | -7.9% |
| 6M | +8.0% | +15.5% | -7.5% | +1.6% |
| YTD | +1.5% | +35.6% | -34.1% | -11.1% |
| 1Y | -6.9% | +47.9% | -54.7% | -21.3% |
| 3Y | -10.9% | +181.1% | -192.0% | -42.4% |
| 5Y | -42.2% | +108.2% | -150.4% | -59.5% |
| All | +84.4% | +269.7% | -185.4% | +3.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling