+266.4%
STT vs DRI
+348.4%
-82.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.7% |
| 7D | +1.0% | -4.8% | +5.8% | +3.0% |
| 30D | +2.8% | -3.9% | +6.7% | +4.3% |
| 3M | +18.1% | +5.1% | +13.0% | +15.0% |
| 6M | +59.2% | +5.5% | +53.7% | +54.0% |
| YTD | +51.5% | +16.5% | +35.0% | +39.9% |
| 1Y | +75.7% | +2.0% | +73.7% | +71.0% |
| 3Y | +200.8% | +54.5% | +146.3% | +140.0% |
| 5Y | +155.8% | +66.6% | +89.2% | +94.9% |
| 10Y | +266.4% | +353.6% | -87.3% | +77.5% |
| All | +266.4% | +348.4% | -82.1% | +77.5% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling