+641.2%
STM vs DG
+612.5%
+28.7%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -3.1% | +7.5% | +5.1% |
| 7D | -10.7% | +1.1% | -11.8% | -11.1% |
| 30D | -25.7% | +9.5% | -35.2% | -27.7% |
| 3M | -21.6% | +5.5% | -27.0% | -23.2% |
| 6M | -27.8% | +16.1% | -43.9% | -31.3% |
| YTD | +61.8% | +2.7% | +59.1% | +58.1% |
| 1Y | +78.1% | +42.1% | +36.0% | +59.8% |
| 3Y | +4.9% | +19.3% | -14.4% | -6.5% |
| 5Y | -14.3% | -35.3% | +21.1% | -9.7% |
| 10Y | +414.1% | +123.9% | +290.1% | +283.6% |
| All | +641.2% | +612.5% | +28.7% | +274.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling