+155.8%
STT vs DKS
+15.5%
+140.3%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.2% |
| 7D | +1.0% | -2.9% | +3.9% | +1.6% |
| 30D | +2.8% | -37.7% | +40.5% | +12.6% |
| 3M | +18.1% | -38.9% | +57.1% | +29.5% |
| 6M | +59.2% | -31.1% | +90.3% | +68.6% |
| YTD | +51.5% | -31.8% | +83.3% | +60.6% |
| 1Y | +75.7% | -38.0% | +113.7% | +90.0% |
| 3Y | +200.8% | +28.6% | +172.1% | +158.4% |
| 5Y | +155.8% | +12.5% | +143.2% | +110.8% |
| All | +155.8% | +15.5% | +140.3% | +110.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling