+260.3%
STT vs DKS
+199.2%
+61.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.3% |
| 7D | -1.4% | -4.7% | +3.4% | -0.2% |
| 30D | +2.2% | -35.1% | +37.2% | +11.6% |
| 3M | +18.8% | -37.7% | +56.5% | +30.6% |
| 6M | +57.9% | -30.7% | +88.7% | +68.1% |
| YTD | +51.0% | -31.9% | +82.9% | +61.2% |
| 1Y | +77.1% | -40.0% | +117.1% | +94.7% |
| 3Y | +199.8% | +28.4% | +171.4% | +159.5% |
| 5Y | +156.0% | +12.4% | +143.5% | +118.0% |
| All | +260.3% | +199.2% | +61.1% | +103.2% |
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