-3.4%
DT vs STT
+48.2%
-51.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.8% | +1.5% |
| 7D | +2.7% | +5.1% | -2.4% | +2.0% |
| 30D | -30.4% | -0.2% | -30.1% | -30.4% |
| 3M | -9.4% | -8.1% | -1.3% | -9.2% |
| 6M | +14.5% | +16.6% | -2.1% | +13.4% |
| YTD | +3.6% | +37.8% | -34.2% | -0.7% |
| 1Y | -3.4% | +46.8% | -50.3% | -10.2% |
| All | -3.4% | +48.2% | -51.6% | -10.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling