+266.3%
STT vs ED
+106.7%
+159.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.1% | -1.5% |
| 7D | +2.2% | +0.5% | +1.6% | +2.0% |
| 30D | +3.9% | +1.1% | +2.8% | +3.6% |
| 3M | +19.2% | +4.6% | +14.5% | +17.5% |
| 6M | +60.4% | -2.0% | +62.3% | +60.7% |
| YTD | +51.5% | +11.7% | +39.8% | +45.7% |
| 1Y | +76.3% | +15.7% | +60.5% | +67.4% |
| 3Y | +200.7% | +34.4% | +166.4% | +168.2% |
| 5Y | +157.5% | +67.3% | +90.2% | +113.2% |
| All | +266.3% | +106.7% | +159.6% | +220.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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