+71.6%
STX vs DG
+41.0%
+30.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.4% | -0.8% |
| 7D | -17.3% | +5.2% | -22.5% | -15.8% |
| 30D | -35.9% | +7.9% | -43.9% | -34.2% |
| 3M | -37.3% | +12.7% | -50.0% | -34.8% |
| 6M | -35.8% | +22.4% | -58.2% | -32.9% |
| YTD | +82.7% | +5.4% | +77.3% | +97.2% |
| 1Y | +71.6% | +39.4% | +32.2% | +74.9% |
| All | +71.6% | +41.0% | +30.6% | +74.9% |
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