+194.7%
STT vs DGX
+93.2%
+101.5%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.5% | +0.1% |
| 7D | -1.4% | -3.5% | +2.1% | -0.6% |
| 30D | +2.2% | -2.7% | +4.9% | +2.8% |
| 3M | +18.8% | +13.9% | +4.9% | +15.0% |
| 6M | +57.9% | +16.0% | +41.9% | +51.9% |
| YTD | +51.0% | +34.9% | +16.1% | +38.7% |
| 1Y | +77.1% | +30.6% | +46.6% | +63.9% |
| All | +194.7% | +93.2% | +101.5% | +136.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling