+110.9%
DT vs STT
+313.0%
-202.1%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.2% | -1.9% | -2.6% |
| 7D | -4.9% | +2.2% | -7.0% | -5.6% |
| 30D | +2.7% | +3.9% | -1.2% | +1.1% |
| 3M | +20.0% | +19.2% | +0.8% | +11.8% |
| 6M | +28.0% | +60.4% | -32.4% | +5.5% |
| YTD | +16.0% | +51.5% | -35.4% | -2.5% |
| 1Y | +0.7% | +76.3% | -75.6% | -20.5% |
| 3Y | +6.2% | +200.7% | -194.6% | -33.0% |
| 5Y | -28.1% | +157.5% | -185.6% | -53.4% |
| All | +110.9% | +313.0% | -202.1% | +13.8% |
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