+657.6%
STM vs DG
+105.6%
+552.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.0% | +3.5% | +0.4% |
| 7D | +5.2% | -2.5% | +7.7% | +5.8% |
| 30D | -7.4% | +1.0% | -8.4% | -7.7% |
| 3M | -30.6% | +20.3% | -51.0% | -33.8% |
| 6M | +66.4% | -11.7% | +78.1% | +70.1% |
| YTD | +101.1% | -2.3% | +103.5% | +100.4% |
| 1Y | +97.4% | +20.0% | +77.4% | +86.0% |
| 3Y | +21.1% | +7.2% | +13.9% | +11.8% |
| 5Y | +22.5% | -37.9% | +60.4% | +35.1% |
| 10Y | +657.6% | +107.3% | +550.3% | +499.9% |
| All | +657.6% | +105.6% | +552.0% | +499.9% |
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