-43.0%
DT vs STT
+100.0%
-143.0%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.7% |
| 7D | -24.7% | -2.5% | -22.2% | -23.8% |
| 30D | -27.4% | -5.0% | -22.4% | -25.7% |
| 3M | -11.1% | -10.5% | -0.6% | -7.0% |
| 6M | +13.7% | +10.0% | +3.7% | +8.3% |
| YTD | +0.2% | +30.7% | -30.5% | -12.4% |
| 1Y | -5.7% | +43.8% | -49.5% | -21.4% |
| 3Y | -8.1% | +168.1% | -176.2% | -43.9% |
| All | -43.0% | +100.0% | -143.0% | -63.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling