+3,621.5%
STX vs DG
+102.6%
+3,518.9%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.6% | +0.5% | -1.7% |
| 7D | +9.6% | -4.8% | +14.4% | +10.3% |
| 30D | +10.6% | +1.8% | +8.8% | +10.1% |
| 3M | +4.8% | +14.5% | -9.7% | +1.6% |
| 6M | +137.3% | -13.6% | +150.8% | +141.4% |
| YTD | +222.5% | -4.8% | +227.3% | +222.2% |
| 1Y | +366.2% | +21.6% | +344.7% | +342.5% |
| 3Y | +1,352.9% | +4.5% | +1,348.4% | +1,274.0% |
| 5Y | +1,077.4% | -38.5% | +1,115.9% | +1,187.2% |
| 10Y | +3,621.5% | +102.2% | +3,519.3% | +2,631.7% |
| All | +3,621.5% | +102.6% | +3,518.9% | +2,631.7% |
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