+100.8%
STM vs DG
+17.9%
+82.8%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.6% | +1.8% | -0.5% |
| 7D | +1.7% | -4.8% | +6.5% | +2.3% |
| 30D | -5.2% | +1.8% | -6.9% | -5.4% |
| 3M | -29.6% | +14.5% | -44.1% | -31.2% |
| 6M | +54.4% | -13.6% | +67.9% | +58.2% |
| YTD | +99.5% | -4.8% | +104.4% | +100.0% |
| 1Y | +100.8% | +21.6% | +79.2% | +88.5% |
| All | +100.8% | +17.9% | +82.8% | +88.5% |
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