+96.5%
STM vs DG
+45.3%
+51.2%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +8.5% | -14.6% | -5.7% |
| 7D | -6.0% | +12.3% | -18.3% | -5.6% |
| 30D | -20.9% | +19.3% | -40.2% | -21.0% |
| 3M | -15.8% | +11.9% | -27.6% | -15.5% |
| 6M | -17.0% | +25.0% | -42.0% | -18.0% |
| YTD | +76.8% | +8.7% | +68.1% | +77.7% |
| 1Y | +96.5% | +44.7% | +51.8% | +93.0% |
| All | +96.5% | +45.3% | +51.2% | +93.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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