-15.7%
STM vs DRI
+74.0%
-89.7%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.0% | +5.4% | +4.9% |
| 7D | -10.7% | +2.8% | -13.5% | -12.0% |
| 30D | -25.7% | +13.3% | -39.0% | -30.2% |
| 3M | -21.6% | +8.2% | -29.7% | -25.2% |
| 6M | -27.8% | +17.5% | -45.3% | -34.9% |
| YTD | +61.8% | +26.9% | +34.8% | +38.3% |
| 1Y | +78.1% | +31.6% | +46.5% | +48.8% |
| 3Y | +4.9% | +67.0% | -62.1% | -27.7% |
| All | -15.7% | +74.0% | -89.7% | -47.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling