+32.2%
JD vs STT
+203.9%
-171.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.5% | -3.1% | -2.1% |
| 7D | +0.4% | +0.4% | 0.0% | +0.1% |
| 30D | +4.2% | -0.4% | +4.7% | +4.1% |
| 3M | -12.8% | -6.5% | -6.3% | -11.1% |
| 6M | -8.8% | +17.2% | -26.0% | -14.5% |
| YTD | +0.5% | +38.2% | -37.7% | -11.5% |
| 1Y | -8.8% | +49.3% | -58.0% | -21.9% |
| 3Y | +18.6% | +181.9% | -163.3% | -20.6% |
| 5Y | -62.2% | +106.9% | -169.2% | -72.5% |
| 10Y | +32.2% | +203.1% | -170.9% | -14.0% |
| All | +32.2% | +203.9% | -171.7% | -14.0% |
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