+21.0%
STM vs DASH
+8.6%
+12.4%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.6% | +6.5% | +3.2% |
| 7D | +5.8% | -10.6% | +16.4% | +9.2% |
| 30D | -1.0% | +2.2% | -3.2% | -1.9% |
| 3M | -33.3% | +32.3% | -65.5% | -39.0% |
| 6M | +57.4% | +19.1% | +38.2% | +46.3% |
| YTD | +102.2% | -6.5% | +108.7% | +101.9% |
| 1Y | +99.6% | -14.9% | +114.5% | +103.3% |
| 3Y | +14.5% | +151.9% | -137.4% | -19.8% |
| All | +21.0% | +8.6% | +12.4% | -15.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DASH.
Daily Out/Under-Performance
Portfolio return minus DASH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DASH 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 DASH 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