+21.0%
STM vs DG
-35.0%
+56.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.5% | +0.4% | +1.7% |
| 7D | +5.8% | +8.4% | -2.6% | +4.8% |
| 30D | -1.0% | +4.9% | -5.9% | -1.6% |
| 3M | -33.3% | +29.3% | -62.6% | -35.3% |
| 6M | +57.4% | -11.3% | +68.6% | +59.0% |
| YTD | +102.2% | +1.8% | +100.4% | +100.9% |
| 1Y | +99.6% | +25.3% | +74.3% | +93.0% |
| 3Y | +14.5% | +9.1% | +5.4% | +11.2% |
| All | +21.0% | -35.0% | +56.0% | +30.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling