+266.4%
STT vs DG
+102.6%
+163.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.6% | +2.6% | +0.4% |
| 7D | +1.0% | -4.8% | +5.8% | +1.8% |
| 30D | +2.8% | +1.8% | +1.0% | +2.4% |
| 3M | +18.1% | +14.5% | +3.7% | +15.0% |
| 6M | +59.2% | -13.6% | +72.8% | +62.3% |
| YTD | +51.5% | -4.8% | +56.3% | +51.6% |
| 1Y | +75.7% | +21.6% | +54.1% | +67.5% |
| 3Y | +200.8% | +4.5% | +196.3% | +184.4% |
| 5Y | +155.8% | -38.5% | +194.2% | +177.5% |
| 10Y | +266.4% | +102.2% | +164.2% | +178.1% |
| All | +266.4% | +102.6% | +163.8% | +178.1% |
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