+3,930.6%
STT vs DRI
+7,577.6%
-3,647.1%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.4% |
| 7D | +0.5% | +0.6% | -0.1% | +0.2% |
| 30D | +3.9% | +3.8% | 0.0% | +2.0% |
| 3M | +20.0% | +13.0% | +6.9% | +13.0% |
| 6M | +55.3% | +8.3% | +47.0% | +48.4% |
| YTD | +53.3% | +20.6% | +32.7% | +39.3% |
| 1Y | +74.7% | +6.5% | +68.2% | +66.8% |
| 3Y | +205.8% | +53.7% | +152.1% | +144.0% |
| 5Y | +145.0% | +72.7% | +72.3% | +83.6% |
| 10Y | +266.0% | +363.2% | -97.1% | +60.1% |
| All | +3,930.6% | +7,577.6% | -3,647.1% | +581.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling