+264.3%
STT vs DGX
+255.3%
+8.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.7% | -0.6% | +0.4% |
| 7D | -0.4% | -0.9% | +0.5% | -0.1% |
| 30D | +1.7% | -1.2% | +2.9% | +2.1% |
| 3M | +17.9% | +15.8% | +2.1% | +10.7% |
| 6M | +55.3% | +18.2% | +37.1% | +44.3% |
| YTD | +52.7% | +37.2% | +15.5% | +32.7% |
| 1Y | +75.7% | +30.4% | +45.3% | +55.6% |
| 3Y | +197.9% | +96.7% | +101.2% | +117.0% |
| 5Y | +158.8% | +67.2% | +91.6% | +99.2% |
| All | +264.3% | +255.3% | +8.9% | +98.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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