+201.0%
STT vs DRI
+370.8%
-169.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.5% | +1.7% | +2.6% |
| 7D | +0.9% | +3.1% | -2.2% | -0.3% |
| 30D | -2.3% | +16.2% | -18.6% | -8.3% |
| 3M | -7.0% | +8.4% | -15.3% | -10.5% |
| 6M | +15.5% | +19.0% | -3.5% | +6.2% |
| YTD | +35.6% | +28.8% | +6.8% | +19.7% |
| 1Y | +47.9% | +33.1% | +14.7% | +28.5% |
| 3Y | +181.1% | +70.8% | +110.3% | +114.6% |
| 5Y | +108.2% | +74.2% | +33.9% | +55.7% |
| 10Y | +201.0% | +345.5% | -144.5% | +48.4% |
| All | +201.0% | +370.8% | -169.8% | +48.4% |
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