+154.5%
STT vs DOC
-24.5%
+179.0%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +41.3% |
| YTD | +53.3% | +34.1% | +19.2% | +32.0% |
| 1Y | +74.7% | +22.6% | +52.1% | +56.4% |
| 3Y | +205.8% | +20.8% | +185.0% | +173.1% |
| All | +154.5% | -24.5% | +179.0% | +183.6% |
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