-4.5%
DASH vs STT
+168.2%
-172.7%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.2% | -2.5% | -1.0% |
| 7D | -4.8% | +0.9% | -5.7% | -5.1% |
| 30D | -7.9% | -2.3% | -5.6% | -6.6% |
| 3M | -16.3% | -7.0% | -9.3% | -13.1% |
| 6M | +10.4% | +15.5% | -5.1% | +1.5% |
| YTD | -20.1% | +35.6% | -55.7% | -32.9% |
| 1Y | -11.4% | +47.9% | -59.3% | -29.2% |
| 3Y | +114.1% | +181.1% | -67.0% | +18.3% |
| 5Y | -5.8% | +108.2% | -113.9% | -45.8% |
| All | -4.5% | +168.2% | -172.7% | -45.1% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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