+157.5%
STT vs DAR
-8.5%
+166.0%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.9% | -4.2% | -2.0% |
| 7D | +2.2% | -0.9% | +3.0% | +2.4% |
| 30D | +3.9% | +13.0% | -9.1% | +0.1% |
| 3M | +19.2% | +15.0% | +4.2% | +13.8% |
| 6M | +60.4% | +26.8% | +33.5% | +48.2% |
| YTD | +51.5% | +86.4% | -35.0% | +24.9% |
| 1Y | +76.3% | +115.1% | -38.8% | +38.1% |
| 3Y | +200.7% | +14.6% | +186.1% | +179.6% |
| 5Y | +157.5% | -8.8% | +166.2% | +151.5% |
| All | +157.5% | -8.5% | +166.0% | +151.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling