+262.0%
STT vs DAR
+367.0%
-105.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.9% | -4.2% | -2.3% |
| 7D | +2.2% | -0.9% | +3.0% | +2.4% |
| 30D | +3.9% | +13.0% | -9.1% | -1.2% |
| 3M | +19.2% | +15.0% | +4.2% | +12.0% |
| 6M | +60.4% | +26.8% | +33.5% | +44.3% |
| YTD | +51.5% | +86.4% | -35.0% | +17.2% |
| 1Y | +76.3% | +115.1% | -38.8% | +27.4% |
| 3Y | +200.7% | +14.6% | +186.1% | +166.1% |
| 5Y | +157.5% | -8.8% | +166.2% | +139.7% |
| 10Y | +262.0% | +356.5% | -94.5% | +52.3% |
| All | +262.0% | +367.0% | -105.0% | +52.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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