+109.1%
STT vs DOC
-22.8%
+131.9%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.1% | -0.9% | +0.9% |
| 7D | -0.1% | +8.7% | -8.8% | -3.4% |
| 30D | -1.7% | +7.6% | -9.3% | -4.7% |
| 3M | -6.4% | -5.3% | -1.1% | -4.6% |
| 6M | +17.7% | +27.6% | -9.9% | +4.3% |
| YTD | +36.9% | +32.4% | +4.5% | +18.0% |
| 1Y | +52.0% | +22.9% | +29.2% | +35.8% |
| 3Y | +178.6% | +43.1% | +135.5% | +123.1% |
| 5Y | +109.1% | -21.4% | +130.5% | +137.6% |
| All | +109.1% | -22.8% | +131.9% | +137.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling