+7,325.6%
STT vs ED
+2,217.3%
+5,108.4%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.5% | +0.8% |
| 7D | +0.5% | -0.2% | +0.7% | +0.6% |
| 30D | +3.9% | -0.1% | +4.0% | +3.9% |
| 3M | +20.0% | +3.9% | +16.0% | +17.3% |
| 6M | +55.3% | -3.0% | +58.3% | +56.4% |
| YTD | +53.3% | +10.7% | +42.7% | +44.4% |
| 1Y | +74.7% | +13.3% | +61.4% | +62.0% |
| 3Y | +205.8% | +34.5% | +171.3% | +155.1% |
| 5Y | +145.0% | +67.1% | +77.9% | +80.4% |
| 10Y | +266.0% | +103.0% | +163.0% | +128.0% |
| All | +7,325.6% | +2,217.3% | +5,108.4% | +1,145.2% |
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