+21.0%
STM vs DAR
-11.0%
+31.9%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.9% | +2.7% | +2.2% |
| 7D | +5.8% | +1.4% | +4.4% | +5.3% |
| 30D | -1.0% | +12.8% | -13.8% | -5.5% |
| 3M | -33.3% | +7.4% | -40.6% | -35.2% |
| 6M | +57.4% | +22.3% | +35.1% | +45.6% |
| YTD | +102.2% | +81.1% | +21.1% | +63.2% |
| 1Y | +99.6% | +106.5% | -6.9% | +51.5% |
| 3Y | +14.5% | +5.3% | +9.2% | +8.3% |
| All | +21.0% | -11.0% | +31.9% | +19.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling