+194.0%
STT vs DRI
+331.7%
-137.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.3% |
| 7D | +4.8% | +1.1% | +3.7% | +4.3% |
| 30D | +3.9% | +9.7% | -5.8% | 0.0% |
| 3M | -8.2% | +3.2% | -11.3% | -9.8% |
| 6M | +15.6% | +20.6% | -5.0% | +5.7% |
| YTD | +37.6% | +28.3% | +9.4% | +21.7% |
| 1Y | +50.1% | +34.5% | +15.6% | +29.9% |
| 3Y | +183.1% | +66.5% | +116.5% | +118.6% |
| 5Y | +104.8% | +79.6% | +25.2% | +51.3% |
| All | +194.0% | +331.7% | -137.8% | +52.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling