+1,354.6%
STX vs DT
+75.7%
+1,278.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.2% | -2.9% | -3.0% |
| 7D | +14.6% | +3.1% | +11.5% | +14.0% |
| 30D | -26.0% | -29.5% | +3.6% | -20.9% |
| 3M | -42.6% | -11.7% | -30.9% | -41.4% |
| 6M | -35.3% | +29.0% | -64.3% | -39.5% |
| YTD | +92.5% | +3.4% | +89.1% | +86.4% |
| 1Y | +102.4% | -4.2% | +106.6% | +99.5% |
| 3Y | +673.8% | -12.8% | +686.7% | +666.1% |
| 5Y | +463.1% | -39.6% | +502.6% | +472.5% |
| All | +1,354.6% | +75.7% | +1,278.9% | +1,027.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 10y: compounded portfolio wealth divided by compounded DT 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…
10y analysis · Full analysis span regression · 6 months rolling