+15.6%
STM vs DRI
+68.4%
-52.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.1% | +3.4% | +3.5% |
| 7D | +1.4% | -0.7% | +2.2% | +1.6% |
| 30D | -8.4% | +14.7% | -23.1% | -11.4% |
| 3M | -15.8% | +5.4% | -21.2% | -17.1% |
| 6M | -22.8% | +18.8% | -41.7% | -27.2% |
| YTD | +79.4% | +28.4% | +51.0% | +63.2% |
| 1Y | +97.0% | +37.7% | +59.3% | +74.3% |
| All | +15.6% | +68.4% | -52.8% | -4.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling