-15.7%
STM vs DOW
-30.0%
+14.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.8% | +6.2% | +5.3% |
| 7D | -10.7% | -9.5% | -1.2% | -6.2% |
| 30D | -25.7% | +13.1% | -38.8% | -30.6% |
| 3M | -21.6% | +4.8% | -26.4% | -24.5% |
| 6M | -27.8% | -16.7% | -11.1% | -22.2% |
| YTD | +61.8% | +38.9% | +22.9% | +19.6% |
| 1Y | +78.1% | +48.3% | +29.8% | +25.0% |
| 3Y | +4.9% | -24.4% | +29.3% | +18.4% |
| All | -15.7% | -30.0% | +14.2% | +2.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling