+46.8%
STT vs DRI
+36.6%
+10.2%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.2% |
| 7D | +5.1% | -0.3% | +5.5% | +5.2% |
| 30D | -0.2% | +10.8% | -11.1% | -1.1% |
| 3M | -8.1% | +0.9% | -9.1% | -8.2% |
| 6M | +16.6% | +16.3% | +0.3% | +14.3% |
| YTD | +37.8% | +27.8% | +10.1% | +29.7% |
| 1Y | +46.8% | +33.9% | +13.0% | +35.6% |
| All | +46.8% | +36.6% | +10.2% | +35.6% |
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