+33.8%
SM vs DTE
+3.0%
+30.8%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.7% | -2.4% | -3.2% |
| 7D | -0.5% | +0.2% | -0.7% | -0.5% |
| 30D | +25.6% | -2.6% | +28.1% | +25.0% |
| 3M | +8.0% | -3.9% | +11.9% | +8.3% |
| 6M | +50.8% | -7.9% | +58.7% | +50.3% |
| YTD | +97.9% | +7.2% | +90.7% | +93.4% |
| 1Y | +33.8% | +3.1% | +30.7% | +30.4% |
| All | +33.8% | +3.0% | +30.8% | +30.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 1y: compounded portfolio wealth divided by compounded DTE 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…
1y analysis · Full analysis span regression · 6 months rolling