+21.5%
JD vs STT
+269.9%
-248.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.7% | +1.8% |
| 7D | -1.7% | +0.5% | -2.2% | -1.8% |
| 30D | -13.2% | +3.9% | -17.0% | -14.4% |
| 3M | -3.2% | +20.0% | -23.1% | -9.5% |
| 6M | +15.2% | +55.3% | -40.1% | -2.1% |
| YTD | +2.0% | +53.3% | -51.4% | -13.1% |
| 1Y | -5.4% | +74.7% | -80.1% | -23.1% |
| 3Y | -9.1% | +205.8% | -214.9% | -40.6% |
| 5Y | -59.6% | +145.0% | -204.6% | -72.1% |
| All | +21.5% | +269.9% | -248.4% | -27.5% |
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