+1,808.6%
STM vs DAR
+1,116.7%
+691.9%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.0% | +5.4% | +4.5% |
| 7D | -10.7% | -9.9% | -0.8% | -9.7% |
| 30D | -25.7% | -16.4% | -9.4% | -24.4% |
| 3M | -21.6% | -17.1% | -4.5% | -20.2% |
| 6M | -27.8% | -20.5% | -7.3% | -26.2% |
| YTD | +61.8% | +39.4% | +22.3% | +55.8% |
| 1Y | +78.1% | +57.2% | +20.9% | +69.3% |
| 3Y | +4.9% | +13.9% | -9.0% | +1.9% |
| 5Y | -14.3% | -40.8% | +26.6% | -11.6% |
| 10Y | +414.1% | +276.2% | +137.8% | +352.3% |
| All | +1,808.6% | +1,116.7% | +691.9% | +1,360.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling