+1,608.3%
SM vs DTE
+2,237.7%
-629.4%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.7% | -1.8% | -2.1% |
| 7D | +0.1% | +0.2% | -0.1% | 0.0% |
| 30D | +26.3% | -2.6% | +28.9% | +28.1% |
| 3M | +8.7% | -3.9% | +12.6% | +10.9% |
| 6M | +51.7% | -7.9% | +59.6% | +57.8% |
| YTD | +99.0% | +7.2% | +91.9% | +87.3% |
| 1Y | +34.6% | +3.1% | +31.5% | +29.4% |
| 3Y | -7.8% | +47.6% | -55.3% | -31.9% |
| 5Y | +104.8% | +32.7% | +72.1% | +59.0% |
| 10Y | +7.2% | +138.8% | -131.5% | -35.8% |
| All | +1,608.3% | +2,237.7% | -629.4% | +293.3% |
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