+2.5%
SM vs DTE
+47.2%
-44.6%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +0.7% |
| 7D | -0.2% | 0.0% | -0.2% | -0.2% |
| 30D | +20.3% | -0.5% | +20.8% | +20.4% |
| 3M | +22.9% | -6.0% | +29.0% | +24.3% |
| 6M | +47.8% | -7.2% | +55.0% | +49.6% |
| YTD | +107.5% | +7.2% | +100.3% | +100.9% |
| 1Y | +51.7% | +4.1% | +47.7% | +47.7% |
| All | +2.5% | +47.2% | -44.6% | -10.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling