+21.0%
STM vs DOW
-37.6%
+58.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.0% | +4.9% | +3.4% |
| 7D | +5.8% | -2.4% | +8.2% | +7.0% |
| 30D | -1.0% | +0.4% | -1.4% | -1.8% |
| 3M | -33.3% | -14.4% | -18.9% | -28.5% |
| 6M | +57.4% | -7.0% | +64.3% | +53.5% |
| YTD | +102.2% | +30.2% | +72.0% | +56.7% |
| 1Y | +99.6% | +29.2% | +70.4% | +50.5% |
| 3Y | +14.5% | -36.7% | +51.2% | +44.2% |
| All | +21.0% | -37.6% | +58.5% | +51.7% |
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