+17,056.4%
STX vs DGX
+1,023.1%
+16,033.3%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -0.7% | +7.2% | +6.8% |
| 7D | +10.7% | -0.3% | +11.0% | +10.8% |
| 30D | +11.3% | -1.2% | +12.5% | +11.6% |
| 3M | +3.2% | +19.9% | -16.7% | -5.1% |
| 6M | +157.0% | +19.2% | +137.8% | +135.7% |
| YTD | +229.2% | +37.5% | +191.7% | +182.1% |
| 1Y | +381.8% | +31.3% | +350.6% | +317.9% |
| 3Y | +1,383.2% | +96.6% | +1,286.5% | +942.7% |
| 5Y | +1,144.9% | +64.3% | +1,080.6% | +840.1% |
| 10Y | +3,676.0% | +241.1% | +3,434.9% | +1,802.5% |
| All | +17,056.4% | +1,023.1% | +16,033.3% | +4,382.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling