+194.0%
STT vs DKS
+226.4%
-32.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.8% | -2.9% | -0.8% |
| 7D | +4.8% | +6.3% | -1.5% | +3.2% |
| 30D | +3.9% | +9.3% | -5.4% | +1.5% |
| 3M | -8.2% | -25.3% | +17.1% | -3.5% |
| 6M | +15.6% | -29.2% | +44.8% | +22.3% |
| YTD | +37.6% | -22.7% | +60.4% | +41.9% |
| 1Y | +50.1% | -30.1% | +80.2% | +58.6% |
| 3Y | +183.1% | +45.6% | +137.4% | +137.0% |
| 5Y | +104.8% | +28.5% | +76.4% | +68.9% |
| All | +194.0% | +226.4% | -32.5% | +52.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DKS.
Daily Out/Under-Performance
Portfolio return minus DKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKS 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 DKS 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