+422.5%
STM vs DG
+128.5%
+294.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.2% | +4.6% | +6.3% |
| 7D | -5.6% | +0.7% | -6.2% | -5.8% |
| 30D | -14.4% | +7.4% | -21.9% | -16.1% |
| 3M | -20.5% | +8.5% | -29.0% | -22.4% |
| 6M | -24.5% | +21.9% | -46.4% | -28.7% |
| YTD | +72.7% | +4.9% | +67.8% | +68.3% |
| 1Y | +91.0% | +40.4% | +50.6% | +72.7% |
| 3Y | +13.5% | +23.5% | -10.0% | +0.3% |
| 5Y | -9.2% | -32.3% | +23.1% | -2.6% |
| 10Y | +422.5% | +119.3% | +303.2% | +317.4% |
| All | +422.5% | +128.5% | +294.1% | +317.4% |
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