+4.9%
STM vs DG
+19.3%
-14.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -3.1% | +7.5% | +4.5% |
| 7D | -10.7% | +1.1% | -11.8% | -10.8% |
| 30D | -25.7% | +9.5% | -35.2% | -26.1% |
| 3M | -21.6% | +5.5% | -27.0% | -21.8% |
| 6M | -27.8% | +16.1% | -43.9% | -28.7% |
| YTD | +61.8% | +2.7% | +59.1% | +61.1% |
| 1Y | +78.1% | +42.1% | +36.0% | +73.9% |
| 3Y | +4.9% | +19.3% | -14.4% | -0.4% |
| All | +4.9% | +19.3% | -14.4% | -0.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling