+721.9%
STM vs DG
+632.1%
+89.7%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.1% | +3.4% | +3.5% |
| 7D | +1.4% | -3.0% | +4.4% | +2.2% |
| 30D | -8.4% | +8.6% | -17.0% | -10.5% |
| 3M | -15.8% | +15.0% | -30.8% | -19.1% |
| 6M | -22.8% | +32.7% | -55.5% | -28.7% |
| YTD | +79.4% | +5.5% | +73.9% | +74.3% |
| 1Y | +97.0% | +34.6% | +62.4% | +79.4% |
| 3Y | +14.2% | +24.2% | -10.0% | +0.8% |
| 5Y | -4.5% | -32.3% | +27.8% | -0.6% |
| 10Y | +463.1% | +111.1% | +352.0% | +327.3% |
| All | +721.9% | +632.1% | +89.7% | +312.5% |
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 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