+19.6%
STM vs DGX
+96.8%
-77.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | +1.7% | -2.2% | +3.9% | +1.7% |
| 30D | -5.2% | -0.9% | -4.2% | -5.1% |
| 3M | -29.6% | +15.6% | -45.2% | -30.0% |
| 6M | +54.4% | +17.8% | +36.6% | +52.6% |
| YTD | +99.5% | +37.5% | +62.1% | +90.3% |
| 1Y | +100.8% | +31.2% | +69.6% | +92.9% |
| All | +19.6% | +96.8% | -77.2% | +5.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling