+2,824.2%
STT vs DAR
+1,334.0%
+1,490.2%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.3% |
| 7D | -2.5% | -9.9% | +7.5% | -1.4% |
| 30D | -5.0% | -16.4% | +11.4% | -3.2% |
| 3M | -10.5% | -17.1% | +6.6% | -8.9% |
| 6M | +10.0% | -20.5% | +30.5% | +12.3% |
| YTD | +30.7% | +39.4% | -8.7% | +25.7% |
| 1Y | +43.8% | +57.2% | -13.5% | +36.5% |
| 3Y | +168.1% | +13.9% | +154.2% | +159.7% |
| 5Y | +101.4% | -40.8% | +142.2% | +106.9% |
| 10Y | +211.3% | +276.2% | -64.9% | +171.5% |
| All | +2,824.2% | +1,334.0% | +1,490.2% | +2,426.7% |
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