+530.0%
STT vs DG
+631.4%
-101.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | 0.0% | +0.3% |
| 7D | +1.1% | +5.2% | -4.1% | +0.2% |
| 30D | -1.9% | +7.9% | -9.8% | -3.5% |
| 3M | -7.6% | +12.7% | -20.3% | -10.0% |
| 6M | +16.0% | +22.4% | -6.4% | +10.6% |
| YTD | +36.2% | +5.4% | +30.8% | +33.3% |
| 1Y | +46.8% | +39.4% | +7.4% | +35.3% |
| 3Y | +177.8% | +24.1% | +153.7% | +150.7% |
| 5Y | +105.8% | -32.2% | +138.0% | +114.1% |
| 10Y | +197.6% | +111.8% | +85.8% | +125.6% |
| All | +530.0% | +631.4% | -101.4% | +224.8% |
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