+100.8%
STM vs DOW
+29.4%
+71.4%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.8% |
| 7D | +1.7% | -6.0% | +7.7% | +1.6% |
| 30D | -5.2% | -2.7% | -2.4% | -5.2% |
| 3M | -29.6% | -10.5% | -19.1% | -29.1% |
| 6M | +54.4% | -12.4% | +66.8% | +52.0% |
| YTD | +99.5% | +30.0% | +69.5% | +90.7% |
| 1Y | +100.8% | +27.8% | +73.0% | +99.3% |
| All | +100.8% | +29.4% | +71.4% | +99.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling