+1,960.0%
STT vs DGX
+8,796.3%
-6,836.3%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.0% |
| 7D | +2.2% | -0.3% | +2.5% | +2.3% |
| 30D | +3.9% | -1.2% | +5.1% | +4.3% |
| 3M | +19.2% | +19.9% | -0.7% | +10.7% |
| 6M | +60.4% | +19.2% | +41.2% | +49.0% |
| YTD | +51.5% | +37.5% | +14.0% | +32.8% |
| 1Y | +76.3% | +31.3% | +45.0% | +56.9% |
| 3Y | +200.7% | +96.6% | +104.1% | +126.1% |
| 5Y | +157.5% | +64.3% | +93.2% | +105.8% |
| 10Y | +262.0% | +241.1% | +20.9% | +111.8% |
| All | +1,960.0% | +8,796.3% | -6,836.3% | +400.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling