+3,335.1%
STT vs DRI
+7,978.2%
-4,643.0%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.6% |
| 7D | -2.5% | +2.8% | -5.3% | -3.7% |
| 30D | -5.0% | +13.3% | -18.2% | -10.1% |
| 3M | -10.5% | +8.2% | -18.6% | -14.0% |
| 6M | +10.0% | +17.5% | -7.5% | +1.3% |
| YTD | +30.7% | +26.9% | +3.8% | +15.7% |
| 1Y | +43.8% | +31.6% | +12.2% | +25.1% |
| 3Y | +168.1% | +67.0% | +101.1% | +105.7% |
| 5Y | +101.4% | +72.9% | +28.5% | +50.6% |
| 10Y | +211.3% | +371.3% | -160.0% | +34.8% |
| All | +3,335.1% | +7,978.2% | -4,643.0% | +465.5% |
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 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