+52.0%
STT vs DG
+45.3%
+6.8%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +8.5% | -6.3% | +2.1% |
| 7D | -0.1% | +12.3% | -12.3% | -0.1% |
| 30D | -1.7% | +19.3% | -21.0% | -1.8% |
| 3M | -6.4% | +11.9% | -18.2% | -6.4% |
| 6M | +17.7% | +25.0% | -7.3% | +17.0% |
| YTD | +36.9% | +8.7% | +28.1% | +38.6% |
| 1Y | +52.0% | +44.7% | +7.3% | +49.5% |
| All | +52.0% | +45.3% | +6.8% | +49.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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