+72.6%
SPY vs DTE
+46.4%
+26.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.7% | -0.5% |
| 7D | +2.6% | +3.4% | -0.8% | +1.7% |
| 30D | -2.0% | +8.9% | -10.9% | -4.2% |
| 3M | -2.8% | +1.1% | -3.8% | -3.1% |
| 6M | +2.1% | +0.1% | +2.1% | +1.8% |
| YTD | +11.5% | +11.1% | +0.4% | +7.2% |
| 1Y | +13.5% | +4.9% | +8.5% | +11.1% |
| 3Y | +77.7% | +58.6% | +19.1% | +48.4% |
| All | +72.6% | +46.4% | +26.1% | +50.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling