+194.0%
STT vs DG
+105.2%
+88.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | -0.1% |
| 7D | +4.8% | +0.3% | +4.5% | +4.7% |
| 30D | +3.9% | +3.2% | +0.7% | +3.3% |
| 3M | -8.2% | +10.4% | -18.6% | -9.9% |
| 6M | +15.6% | +33.2% | -17.6% | +9.5% |
| YTD | +37.6% | +3.0% | +34.7% | +35.7% |
| 1Y | +50.1% | +31.2% | +18.9% | +41.4% |
| 3Y | +183.1% | +21.8% | +161.2% | +158.9% |
| 5Y | +104.8% | -35.0% | +139.8% | +120.9% |
| All | +194.0% | +105.2% | +88.8% | +129.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling