+197.6%
STT vs ED
+136.7%
+60.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.3% | +0.2% |
| 7D | +1.1% | +2.1% | -1.0% | +0.5% |
| 30D | -1.9% | +12.4% | -14.3% | -5.1% |
| 3M | -7.6% | +13.1% | -20.7% | -10.8% |
| 6M | +16.0% | +14.1% | +1.9% | +11.4% |
| YTD | +36.2% | +23.1% | +13.1% | +27.3% |
| 1Y | +46.8% | +25.4% | +21.3% | +36.2% |
| 3Y | +177.8% | +47.9% | +129.9% | +140.1% |
| 5Y | +105.8% | +81.9% | +24.0% | +65.3% |
| 10Y | +197.6% | +141.3% | +56.3% | +155.6% |
| All | +197.6% | +136.7% | +60.9% | +155.6% |
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