+661.5%
STM vs DRI
+363.5%
+298.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.4% | +2.1% |
| 7D | +5.8% | +0.6% | +5.2% | +5.5% |
| 30D | -1.0% | +3.8% | -4.8% | -2.8% |
| 3M | -33.3% | +13.0% | -46.3% | -37.2% |
| 6M | +57.4% | +8.3% | +49.0% | +50.1% |
| YTD | +102.2% | +20.6% | +81.6% | +83.3% |
| 1Y | +99.6% | +6.5% | +93.1% | +90.1% |
| 3Y | +14.5% | +53.7% | -39.2% | -8.6% |
| 5Y | +21.4% | +72.7% | -51.3% | -8.2% |
| All | +661.5% | +363.5% | +298.0% | +283.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling