+266.4%
STT vs DD
+64.9%
+201.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.6% | +2.6% | +1.5% |
| 7D | +1.0% | -3.8% | +4.7% | +3.2% |
| 30D | +2.8% | -9.2% | +12.0% | +8.7% |
| 3M | +18.1% | -9.0% | +27.1% | +24.3% |
| 6M | +59.2% | -5.0% | +64.2% | +61.7% |
| YTD | +51.5% | +7.4% | +44.1% | +42.0% |
| 1Y | +75.7% | +35.1% | +40.5% | +41.8% |
| 3Y | +200.8% | +43.2% | +157.5% | +124.1% |
| 5Y | +155.8% | +59.6% | +96.1% | +75.0% |
| 10Y | +266.4% | +66.5% | +199.9% | +102.5% |
| All | +266.4% | +64.9% | +201.4% | +102.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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