+9,731.1%
STX vs DG
+606.1%
+9,125.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.5% | +4.9% | +6.1% |
| 7D | +2.4% | +8.4% | -6.0% | +0.9% |
| 30D | +1.4% | +4.9% | -3.6% | +0.5% |
| 3M | -8.2% | +29.3% | -37.6% | -13.2% |
| 6M | +127.0% | -11.3% | +138.3% | +130.2% |
| YTD | +209.1% | +1.8% | +207.4% | +205.0% |
| 1Y | +365.4% | +25.3% | +340.1% | +338.0% |
| 3Y | +1,135.4% | +9.1% | +1,126.3% | +1,054.4% |
| 5Y | +991.5% | -34.9% | +1,026.4% | +1,049.1% |
| 10Y | +3,695.8% | +108.2% | +3,587.7% | +2,829.3% |
| All | +9,731.1% | +606.1% | +9,125.0% | +4,831.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling