+1,092.8%
STX vs DGX
+59.5%
+1,033.3%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.8% | -0.8% | -2.5% |
| 7D | +8.0% | -3.5% | +11.4% | +8.3% |
| 30D | +5.1% | -2.7% | +7.8% | +5.3% |
| 3M | +5.8% | +13.9% | -8.1% | +4.0% |
| 6M | +124.9% | +16.0% | +108.9% | +120.3% |
| YTD | +213.9% | +34.9% | +179.0% | +196.3% |
| 1Y | +350.4% | +30.6% | +319.8% | +325.9% |
| 3Y | +1,314.2% | +93.0% | +1,221.2% | +1,032.2% |
| 5Y | +1,092.8% | +64.4% | +1,028.4% | +848.3% |
| All | +1,092.8% | +59.5% | +1,033.3% | +848.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling