+7,325.6%
STT vs DD
+961.9%
+6,363.7%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | 0.0% |
| 7D | +0.5% | -3.5% | +4.0% | +2.4% |
| 30D | +3.9% | -10.3% | +14.2% | +9.9% |
| 3M | +20.0% | -7.5% | +27.5% | +24.6% |
| 6M | +55.3% | -8.0% | +63.3% | +60.5% |
| YTD | +53.3% | +10.5% | +42.9% | +43.1% |
| 1Y | +74.7% | +38.3% | +36.4% | +43.6% |
| 3Y | +205.8% | +42.5% | +163.3% | +139.3% |
| 5Y | +145.0% | +60.2% | +84.8% | +79.4% |
| 10Y | +266.0% | +68.9% | +197.2% | +148.7% |
| All | +7,325.6% | +961.9% | +6,363.7% | +1,745.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling