+32.3%
JD vs STT
+198.7%
-166.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.0% | -1.2% |
| 7D | -4.0% | +5.1% | -9.1% | -5.7% |
| 30D | +2.7% | -0.2% | +2.9% | +2.5% |
| 3M | -13.0% | -8.1% | -4.9% | -10.8% |
| 6M | -12.7% | +16.6% | -29.3% | -18.0% |
| YTD | -0.8% | +37.8% | -38.6% | -12.6% |
| 1Y | -8.9% | +46.8% | -55.7% | -21.6% |
| 3Y | +17.0% | +181.2% | -164.1% | -21.6% |
| 5Y | -63.5% | +105.1% | -168.6% | -73.3% |
| All | +32.3% | +198.7% | -166.4% | -14.1% |
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