+365.4%
STX vs DG
+23.4%
+342.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.5% | +4.9% | +6.6% |
| 7D | +2.4% | +8.4% | -6.0% | +4.0% |
| 30D | +1.4% | +4.9% | -3.6% | +2.5% |
| 3M | -8.2% | +29.3% | -37.6% | -6.1% |
| 6M | +127.0% | -11.3% | +138.3% | +142.0% |
| YTD | +209.1% | +1.8% | +207.4% | +225.7% |
| 1Y | +365.4% | +25.3% | +340.1% | +390.6% |
| All | +365.4% | +23.4% | +342.0% | +390.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling