+3,343.4%
STX vs DGX
+255.3%
+3,088.1%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.7% | -5.4% | -4.2% |
| 7D | -2.3% | -0.9% | -1.4% | -2.0% |
| 30D | -5.5% | -1.2% | -4.3% | -5.3% |
| 3M | -4.3% | +15.8% | -20.1% | -8.8% |
| 6M | +115.6% | +18.2% | +97.4% | +103.5% |
| YTD | +202.2% | +37.2% | +165.0% | +169.8% |
| 1Y | +325.3% | +30.4% | +294.9% | +284.0% |
| 3Y | +1,283.9% | +96.7% | +1,187.2% | +938.4% |
| 5Y | +1,048.3% | +67.2% | +981.1% | +810.3% |
| All | +3,343.4% | +255.3% | +3,088.1% | +1,741.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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