+1,967.8%
STX vs DG
+119.6%
+1,848.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.4% | -0.9% |
| 7D | -17.3% | +5.2% | -22.5% | -17.8% |
| 30D | -35.9% | +7.9% | -43.9% | -36.7% |
| 3M | -37.3% | +12.7% | -50.0% | -38.6% |
| 6M | -35.8% | +22.4% | -58.2% | -38.5% |
| YTD | +82.7% | +5.4% | +77.3% | +79.6% |
| 1Y | +71.6% | +39.4% | +32.2% | +59.6% |
| 3Y | +635.3% | +24.1% | +611.1% | +572.0% |
| 5Y | +483.8% | -32.2% | +515.9% | +529.0% |
| 10Y | +1,967.8% | +111.8% | +1,856.0% | +1,473.0% |
| All | +1,967.8% | +119.6% | +1,848.2% | +1,473.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling