+88.3%
DT vs STT
+275.9%
-187.6%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.8% | +1.6% |
| 7D | +2.7% | +5.1% | -2.4% | +0.8% |
| 30D | -30.4% | -0.2% | -30.1% | -30.3% |
| 3M | -9.4% | -8.1% | -1.3% | -6.6% |
| 6M | +14.5% | +16.6% | -2.1% | +7.3% |
| YTD | +3.6% | +37.8% | -34.2% | -9.8% |
| 1Y | -3.4% | +46.8% | -50.3% | -18.1% |
| 3Y | -11.1% | +181.2% | -192.3% | -42.5% |
| 5Y | -39.5% | +105.1% | -144.6% | -57.4% |
| All | +88.3% | +275.9% | -187.6% | +5.3% |
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