+609.3%
STT vs DG
+606.1%
+3.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | -0.1% |
| 7D | +0.5% | +8.4% | -7.9% | -1.1% |
| 30D | +3.9% | +4.9% | -1.1% | +2.8% |
| 3M | +20.0% | +29.3% | -9.4% | +13.6% |
| 6M | +55.3% | -11.3% | +66.6% | +57.9% |
| YTD | +53.3% | +1.8% | +51.6% | +51.5% |
| 1Y | +74.7% | +25.3% | +49.4% | +64.7% |
| 3Y | +205.8% | +9.1% | +196.7% | +185.0% |
| 5Y | +145.0% | -34.9% | +179.9% | +157.5% |
| 10Y | +266.0% | +108.2% | +157.9% | +178.8% |
| All | +609.3% | +606.1% | +3.3% | +269.2% |
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 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