+46.8%
STT vs ED
+24.2%
+22.6%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.2% |
| 7D | +5.1% | -1.7% | +6.8% | +4.5% |
| 30D | -0.2% | +10.7% | -10.9% | +3.7% |
| 3M | -8.1% | +11.6% | -19.8% | -4.3% |
| 6M | +16.6% | +13.5% | +3.1% | +22.6% |
| YTD | +37.8% | +23.1% | +14.7% | +50.7% |
| 1Y | +46.8% | +23.1% | +23.8% | +60.7% |
| All | +46.8% | +24.2% | +22.6% | +60.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling