+465.1%
STM vs DGX
+279.6%
+185.4%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | +12.0% | +1.6% | +10.5% | +11.4% |
| 30D | -0.4% | +11.2% | -11.6% | -4.7% |
| 3M | -13.2% | +10.4% | -23.6% | -17.0% |
| 6M | -26.1% | +37.1% | -63.2% | -36.9% |
| YTD | +81.2% | +52.1% | +29.1% | +45.8% |
| 1Y | +98.3% | +40.7% | +57.6% | +65.7% |
| 3Y | +16.7% | +107.6% | -90.9% | -22.5% |
| 5Y | -4.8% | +90.6% | -95.5% | -35.0% |
| All | +465.1% | +279.6% | +185.4% | +191.5% |
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