+192.6%
STM vs DOW
-10.0%
+202.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.3% | -0.5% |
| 7D | -7.9% | -6.8% | -1.1% | -4.5% |
| 30D | -14.1% | +10.8% | -24.9% | -19.0% |
| 3M | -17.6% | +4.1% | -21.7% | -20.3% |
| 6M | -24.2% | -12.7% | -11.5% | -20.8% |
| YTD | +73.3% | +39.2% | +34.1% | +32.4% |
| 1Y | +90.1% | +49.5% | +40.6% | +38.4% |
| 3Y | +10.3% | -24.4% | +34.7% | +18.6% |
| 5Y | -5.7% | -29.6% | +23.8% | +5.1% |
| All | +192.6% | -10.0% | +202.6% | +142.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DOW.
Daily Out/Under-Performance
Portfolio return minus DOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOW 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 10y: compounded portfolio wealth divided by compounded DOW 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…
10y analysis · Full analysis span regression · 6 months rolling