+89.4%
STM vs DOW
+43.1%
+46.3%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -1.4% | +8.2% | +6.7% |
| 7D | -5.6% | -9.4% | +3.8% | -5.7% |
| 30D | -14.4% | +8.9% | -23.4% | -14.4% |
| 3M | -20.5% | +6.7% | -27.2% | -20.4% |
| 6M | -24.5% | -14.2% | -10.3% | -23.0% |
| YTD | +72.7% | +36.9% | +35.8% | +46.6% |
| All | +89.4% | +43.1% | +46.3% | +56.4% |
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