+167.5%
STT vs DOC
+43.2%
+124.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.2% | -4.5% | -4.6% |
| 7D | -4.9% | +6.2% | -11.1% | -6.5% |
| 30D | -6.0% | +6.5% | -12.5% | -7.7% |
| 3M | -11.7% | -6.2% | -5.4% | -10.2% |
| 6M | +11.7% | +25.6% | -13.9% | +3.3% |
| YTD | +30.4% | +32.1% | -1.7% | +17.4% |
| 1Y | +43.9% | +20.3% | +23.6% | +34.2% |
| All | +167.5% | +43.2% | +124.4% | +135.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling