+74.7%
STT vs DRI
+6.9%
+67.8%
-11.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.2% |
| 7D | +0.5% | +0.6% | -0.1% | +0.4% |
| 30D | +3.9% | +3.8% | 0.0% | +3.5% |
| 3M | +20.0% | +13.0% | +6.9% | +17.7% |
| 6M | +55.3% | +8.3% | +47.0% | +53.1% |
| YTD | +53.3% | +20.6% | +32.7% | +47.5% |
| 1Y | +74.7% | +6.5% | +68.2% | +66.6% |
| All | +74.7% | +6.9% | +67.8% | +66.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 1y: compounded portfolio wealth divided by compounded DRI 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…
1y analysis · Full analysis span regression · 6 months rolling