+459.4%
STM vs DG
+110.2%
+349.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.1% | +3.4% | +3.5% |
| 7D | +1.4% | -3.0% | +4.4% | +2.1% |
| 30D | -8.4% | +8.6% | -17.0% | -10.4% |
| 3M | -15.8% | +15.0% | -30.8% | -19.0% |
| 6M | -22.8% | +32.7% | -55.5% | -28.5% |
| YTD | +79.4% | +5.5% | +73.9% | +74.6% |
| 1Y | +97.0% | +34.6% | +62.4% | +79.8% |
| 3Y | +14.2% | +24.2% | -10.0% | +0.7% |
| 5Y | -4.5% | -32.3% | +27.8% | +2.7% |
| All | +459.4% | +110.2% | +349.1% | +349.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling