+1,434.4%
SM vs DTE
+2,322.2%
-887.8%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.4% |
| 7D | +9.4% | +3.4% | +6.0% | +7.0% |
| 30D | -14.4% | +8.9% | -23.3% | -19.3% |
| 3M | +1.6% | +1.1% | +0.5% | +0.2% |
| 6M | +6.3% | +0.1% | +6.3% | +4.9% |
| YTD | +78.8% | +11.1% | +67.7% | +63.5% |
| 1Y | +83.1% | +4.9% | +78.2% | +73.5% |
| 3Y | -5.9% | +58.6% | -64.5% | -33.9% |
| 5Y | +4.8% | +47.3% | -42.5% | -24.3% |
| 10Y | +17.5% | +151.3% | -133.8% | -32.1% |
| All | +1,434.4% | +2,322.2% | -887.8% | +243.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling