+16.7%
STM vs DOW
-20.1%
+36.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.7% |
| 7D | +12.0% | +5.2% | +6.8% | +9.7% |
| 30D | -0.4% | +13.2% | -13.6% | -5.6% |
| 3M | -13.2% | +10.1% | -23.3% | -17.3% |
| 6M | -26.1% | -13.1% | -13.0% | -21.9% |
| YTD | +81.2% | +46.1% | +35.1% | +33.8% |
| 1Y | +98.3% | +50.0% | +48.3% | +43.2% |
| 3Y | +16.7% | -20.2% | +37.0% | +32.8% |
| All | +16.7% | -20.1% | +36.8% | +32.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling