+99.6%
STM vs DRI
+6.9%
+92.6%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.4% | +1.9% |
| 7D | +5.8% | +0.6% | +5.2% | +5.8% |
| 30D | -1.0% | +3.8% | -4.8% | -1.1% |
| 3M | -33.3% | +13.0% | -46.3% | -34.1% |
| 6M | +57.4% | +8.3% | +49.0% | +56.0% |
| YTD | +102.2% | +20.6% | +81.6% | +93.5% |
| 1Y | +99.6% | +6.5% | +93.1% | +82.2% |
| All | +99.6% | +6.9% | +92.6% | +82.2% |
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