+89.4%
STM vs DG
+40.4%
+49.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.2% | +4.6% | +6.8% |
| 7D | -5.6% | +0.7% | -6.2% | -5.3% |
| 30D | -14.4% | +7.4% | -21.9% | -14.3% |
| 3M | -20.5% | +8.5% | -29.0% | -20.3% |
| 6M | -24.5% | +21.9% | -46.4% | -25.4% |
| YTD | +72.7% | +4.9% | +67.8% | +73.6% |
| All | +89.4% | +40.4% | +49.1% | +89.6% |
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