+3,331.1%
STT vs DAR
+1,762.6%
+1,568.5%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.0% | +0.3% |
| 7D | +0.5% | +1.4% | -0.9% | +0.3% |
| 30D | +3.9% | +12.8% | -8.9% | +2.5% |
| 3M | +20.0% | +7.4% | +12.6% | +18.8% |
| 6M | +55.3% | +22.3% | +33.0% | +51.6% |
| YTD | +53.3% | +81.1% | -27.7% | +43.7% |
| 1Y | +74.7% | +106.5% | -31.8% | +61.1% |
| 3Y | +205.8% | +5.3% | +200.5% | +198.5% |
| 5Y | +145.0% | -11.5% | +156.5% | +142.0% |
| 10Y | +266.0% | +353.3% | -87.3% | +212.6% |
| All | +3,331.1% | +1,762.6% | +1,568.5% | +2,788.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling