+75.7%
STT vs DD
+33.7%
+42.0%
-11.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.6% | +2.6% | +0.9% |
| 7D | +1.0% | -3.8% | +4.7% | +2.2% |
| 30D | +2.8% | -9.2% | +12.0% | +6.1% |
| 3M | +18.1% | -9.0% | +27.1% | +21.6% |
| 6M | +59.2% | -5.0% | +64.2% | +60.6% |
| YTD | +51.5% | +7.4% | +44.1% | +46.2% |
| 1Y | +75.7% | +35.1% | +40.5% | +54.7% |
| All | +75.7% | +33.7% | +42.0% | +54.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling