+157.5%
STT vs DRI
+70.3%
+87.1%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.6% | -0.5% |
| 7D | +2.2% | -1.2% | +3.4% | +2.7% |
| 30D | +3.9% | -0.4% | +4.3% | +3.9% |
| 3M | +19.2% | +9.5% | +9.7% | +14.0% |
| 6M | +60.4% | +6.5% | +53.9% | +54.6% |
| YTD | +51.5% | +18.4% | +33.0% | +38.5% |
| 1Y | +76.3% | +4.2% | +72.1% | +70.1% |
| 3Y | +200.7% | +57.1% | +143.7% | +132.2% |
| 5Y | +157.5% | +70.4% | +87.0% | +83.8% |
| All | +157.5% | +70.3% | +87.1% | +83.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling