+168.1%
STT vs ED
+44.5%
+123.5%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.4% | +2.6% | +0.2% |
| 7D | -2.5% | +1.6% | -4.1% | -2.5% |
| 30D | -5.0% | +13.3% | -18.3% | -4.9% |
| 3M | -10.5% | +9.7% | -20.2% | -10.4% |
| 6M | +10.0% | +12.8% | -2.8% | +9.9% |
| YTD | +30.7% | +22.3% | +8.4% | +29.1% |
| 1Y | +43.8% | +26.3% | +17.5% | +41.3% |
| 3Y | +168.1% | +45.0% | +123.1% | +139.6% |
| All | +168.1% | +44.5% | +123.5% | +139.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling