+707.3%
STM vs DGX
+8,858.2%
-8,150.9%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.9% | +2.8% | +2.2% |
| 7D | +5.8% | -2.3% | +8.1% | +6.8% |
| 30D | -1.0% | +0.6% | -1.6% | -1.3% |
| 3M | -33.3% | +21.4% | -54.7% | -39.2% |
| 6M | +57.4% | +14.7% | +42.6% | +46.2% |
| YTD | +102.2% | +38.4% | +63.7% | +73.7% |
| 1Y | +99.6% | +34.0% | +65.6% | +73.0% |
| 3Y | +14.5% | +92.7% | -78.2% | -15.9% |
| 5Y | +21.4% | +67.7% | -46.3% | -6.3% |
| 10Y | +695.0% | +248.0% | +447.0% | +349.8% |
| All | +707.3% | +8,858.2% | -8,150.9% | +38.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling