+82.3%
DT vs STT
+271.4%
-189.0%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.5% | -1.3% |
| 7D | -7.5% | +1.1% | -8.7% | -7.9% |
| 30D | -31.5% | -1.9% | -29.6% | -31.0% |
| 3M | -14.0% | -7.6% | -6.4% | -11.5% |
| 6M | +6.9% | +16.0% | -9.1% | +0.4% |
| YTD | +0.3% | +36.2% | -35.8% | -12.2% |
| 1Y | -6.9% | +46.8% | -53.7% | -21.1% |
| 3Y | -13.9% | +177.8% | -191.7% | -44.1% |
| 5Y | -39.9% | +105.8% | -145.8% | -57.7% |
| All | +82.3% | +271.4% | -189.0% | +2.4% |
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