+183.1%
STT vs ED
+50.2%
+132.9%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.4% | -1.5% | -0.1% |
| 7D | +4.8% | +2.1% | +2.7% | +4.8% |
| 30D | +3.9% | +10.4% | -6.5% | +4.1% |
| 3M | -8.2% | +12.5% | -20.7% | -8.1% |
| 6M | +15.6% | +14.9% | +0.7% | +15.6% |
| YTD | +37.6% | +24.8% | +12.8% | +36.1% |
| 1Y | +50.1% | +23.8% | +26.3% | +48.5% |
| 3Y | +183.1% | +51.6% | +131.4% | +150.5% |
| All | +183.1% | +50.2% | +132.9% | +150.5% |
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