+19.9%
SM vs DTE
+137.8%
-117.9%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.1% | +0.8% |
| 7D | +4.6% | -2.6% | +7.1% | +6.7% |
| 30D | +18.2% | -4.4% | +22.6% | +22.4% |
| 3M | +22.5% | -8.3% | +30.9% | +30.8% |
| 6M | +50.6% | -8.1% | +58.6% | +58.1% |
| YTD | +108.1% | +4.4% | +103.7% | +95.7% |
| 1Y | +46.0% | +0.2% | +45.8% | +41.4% |
| 3Y | +2.9% | +42.6% | -39.7% | -30.6% |
| 5Y | +112.6% | +31.5% | +81.1% | +48.2% |
| All | +19.9% | +137.8% | -117.9% | -24.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling