+99.1%
STM vs DGX
+32.7%
+66.4%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.7% | -0.2% | +2.2% |
| 7D | -1.4% | -0.9% | -0.5% | -1.8% |
| 30D | -4.9% | -1.2% | -3.8% | -5.4% |
| 3M | -34.0% | +15.8% | -49.8% | -29.1% |
| 6M | +51.8% | +18.2% | +33.7% | +62.9% |
| YTD | +99.4% | +37.2% | +62.2% | +114.9% |
| 1Y | +99.1% | +30.4% | +68.7% | +114.4% |
| All | +99.1% | +32.7% | +66.4% | +114.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling