+28.9%
JD vs STT
+210.2%
-181.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +3.2% | -5.7% | -3.6% |
| 7D | +7.9% | +0.9% | +7.0% | +7.4% |
| 30D | +4.8% | -2.3% | +7.1% | +5.4% |
| 3M | -13.9% | -7.5% | -6.4% | -11.9% |
| 6M | -5.8% | +14.9% | -20.7% | -11.1% |
| YTD | +2.4% | +34.9% | -32.5% | -9.1% |
| 1Y | -7.5% | +47.1% | -54.6% | -20.5% |
| 3Y | +20.9% | +179.6% | -158.7% | -18.8% |
| 5Y | -58.0% | +107.1% | -165.1% | -69.4% |
| 10Y | +28.9% | +199.4% | -170.5% | -14.4% |
| All | +28.9% | +210.2% | -181.3% | -14.4% |
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