+267.4%
STT vs DOC
-2.1%
+269.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.8% | +2.0% | +0.9% |
| 7D | +0.5% | -1.5% | +2.0% | +1.1% |
| 30D | +3.9% | -4.8% | +8.6% | +5.9% |
| 3M | +20.0% | +6.9% | +13.1% | +16.1% |
| 6M | +55.3% | +20.7% | +34.6% | +41.1% |
| YTD | +53.3% | +34.1% | +19.2% | +32.5% |
| 1Y | +74.7% | +22.6% | +52.1% | +56.5% |
| 3Y | +205.8% | +20.8% | +185.0% | +171.2% |
| 5Y | +145.0% | -24.9% | +169.9% | +166.5% |
| All | +267.4% | -2.1% | +269.4% | +244.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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