+96.5%
STM vs DRI
+34.0%
+62.5%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +5.1% | -11.2% | -5.8% |
| 7D | -6.0% | +6.5% | -12.5% | -5.7% |
| 30D | -20.9% | +16.4% | -37.4% | -20.8% |
| 3M | -15.8% | +13.6% | -29.4% | -15.5% |
| 6M | -17.0% | +22.0% | -39.1% | -18.6% |
| YTD | +76.8% | +29.3% | +47.5% | +63.7% |
| 1Y | +96.5% | +32.0% | +64.5% | +79.1% |
| All | +96.5% | +34.0% | +62.5% | +79.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling