+168.1%
STT vs DRI
+66.4%
+101.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.5% |
| 7D | -2.5% | +2.8% | -5.3% | -3.2% |
| 30D | -5.0% | +13.3% | -18.2% | -7.9% |
| 3M | -10.5% | +8.2% | -18.6% | -12.4% |
| 6M | +10.0% | +17.5% | -7.5% | +4.6% |
| YTD | +30.7% | +26.9% | +3.8% | +20.4% |
| 1Y | +43.8% | +31.6% | +12.2% | +30.7% |
| 3Y | +168.1% | +67.0% | +101.1% | +116.5% |
| All | +168.1% | +66.4% | +101.7% | +116.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling