+89.4%
STM vs DRI
+32.5%
+57.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +1.5% | +5.2% | +6.8% |
| 7D | -5.6% | +3.1% | -8.7% | -5.3% |
| 30D | -14.4% | +16.2% | -30.7% | -14.3% |
| 3M | -20.5% | +8.4% | -28.8% | -20.1% |
| 6M | -24.5% | +19.0% | -43.5% | -25.3% |
| YTD | +72.7% | +28.8% | +43.9% | +58.8% |
| All | +89.4% | +32.5% | +57.0% | +66.2% |
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