+644.6%
STM vs DGX
+249.5%
+395.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.8% | +0.3% | -0.8% |
| 7D | -1.1% | -3.5% | +2.4% | +0.4% |
| 30D | -7.8% | -2.7% | -5.1% | -6.8% |
| 3M | -28.2% | +13.9% | -42.1% | -33.2% |
| 6M | +52.0% | +16.0% | +36.0% | +39.2% |
| YTD | +96.4% | +34.9% | +61.4% | +66.8% |
| 1Y | +98.8% | +30.6% | +68.3% | +70.5% |
| 3Y | +18.3% | +93.0% | -74.7% | -19.3% |
| 5Y | +17.7% | +64.4% | -46.7% | -13.8% |
| All | +644.6% | +249.5% | +395.1% | +257.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 10y: compounded portfolio wealth divided by compounded DGX 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…
10y analysis · Full analysis span regression · 6 months rolling