+239.6%
STM vs DOW
-15.4%
+255.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -1.0% | -0.7% |
| 7D | +5.2% | -2.9% | +8.1% | +6.7% |
| 30D | -7.4% | +2.0% | -9.3% | -8.7% |
| 3M | -30.6% | -12.5% | -18.1% | -26.8% |
| 6M | +66.4% | -9.2% | +75.6% | +66.1% |
| YTD | +101.1% | +30.8% | +70.4% | +60.2% |
| 1Y | +97.4% | +29.4% | +68.0% | +53.6% |
| 3Y | +21.1% | -34.6% | +55.7% | +42.2% |
| 5Y | +22.5% | -35.9% | +58.4% | +44.3% |
| All | +239.6% | -15.4% | +255.0% | +192.8% |
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