+539.3%
STT vs DG
+632.1%
-92.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.4% | +1.5% |
| 7D | +0.4% | -3.0% | +3.4% | +1.0% |
| 30D | -0.4% | +8.6% | -9.0% | -2.2% |
| 3M | -6.5% | +15.0% | -21.5% | -9.2% |
| 6M | +17.2% | +32.7% | -15.5% | +10.1% |
| YTD | +38.2% | +5.5% | +32.7% | +35.2% |
| 1Y | +49.3% | +34.6% | +14.7% | +38.6% |
| 3Y | +181.9% | +24.2% | +157.7% | +154.4% |
| 5Y | +106.9% | -32.3% | +139.2% | +115.3% |
| 10Y | +203.1% | +111.1% | +92.0% | +130.1% |
| All | +539.3% | +632.1% | -92.8% | +229.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling