+89.4%
STM vs DAR
+60.0%
+29.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +4.7% | +2.1% | +5.7% |
| 7D | -5.6% | -2.8% | -2.8% | -5.1% |
| 30D | -14.4% | -12.8% | -1.6% | -12.4% |
| 3M | -20.5% | -11.6% | -8.9% | -19.5% |
| 6M | -24.5% | -16.8% | -7.7% | -22.3% |
| YTD | +72.7% | +45.9% | +26.8% | +50.7% |
| All | +89.4% | +60.0% | +29.4% | +59.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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