+1,383.2%
STX vs DG
+10.3%
+1,372.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -4.0% | +10.5% | +6.3% |
| 7D | +10.7% | -2.5% | +13.2% | +10.6% |
| 30D | +11.3% | +1.0% | +10.3% | +11.4% |
| 3M | +3.2% | +20.3% | -17.1% | +3.5% |
| 6M | +157.0% | -11.7% | +168.7% | +160.0% |
| YTD | +229.2% | -2.3% | +231.5% | +232.4% |
| 1Y | +381.8% | +20.0% | +361.8% | +386.4% |
| 3Y | +1,383.2% | +7.2% | +1,375.9% | +1,527.4% |
| All | +1,383.2% | +10.3% | +1,372.8% | +1,527.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling