+6,228.6%
STT vs ED
+2,460.7%
+3,767.9%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.4% | +2.6% | +1.3% |
| 7D | -2.5% | +1.6% | -4.1% | -3.3% |
| 30D | -5.0% | +13.3% | -18.3% | -10.6% |
| 3M | -10.5% | +9.7% | -20.2% | -14.6% |
| 6M | +10.0% | +12.8% | -2.8% | +3.2% |
| YTD | +30.7% | +22.3% | +8.4% | +17.1% |
| 1Y | +43.8% | +26.3% | +17.5% | +26.5% |
| 3Y | +168.1% | +45.0% | +123.1% | +115.7% |
| 5Y | +101.4% | +80.2% | +21.2% | +43.2% |
| 10Y | +211.3% | +129.9% | +81.5% | +82.4% |
| All | +6,228.6% | +2,460.7% | +3,767.9% | +909.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling