+18.8%
STM vs DASH
-1.1%
+19.9%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.4% | -9.4% | -3.0% | -10.0% |
| 7D | -20.1% | +0.5% | -20.6% | -20.3% |
| 30D | -32.0% | -7.1% | -24.9% | -30.9% |
| 3M | -24.2% | -13.2% | -11.0% | -22.0% |
| 6M | -29.9% | +8.3% | -38.2% | -32.8% |
| YTD | +54.9% | -20.6% | +75.5% | +60.4% |
| 1Y | +68.0% | -24.4% | +92.4% | +75.0% |
| 3Y | -0.1% | +94.5% | -94.7% | -21.4% |
| 5Y | -17.9% | -9.4% | -8.5% | -34.4% |
| All | +18.8% | -1.1% | +19.9% | -9.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling