+82.0%
SPY vs DTE
+31.2%
+50.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | -0.3% |
| 7D | -2.0% | -2.0% | 0.0% | -1.5% |
| 30D | -1.7% | -2.4% | +0.7% | -1.0% |
| 3M | +4.7% | -7.3% | +12.0% | +6.7% |
| 6M | +12.5% | -7.6% | +20.1% | +14.6% |
| YTD | +11.7% | +5.8% | +5.9% | +8.9% |
| 1Y | +17.5% | +2.3% | +15.1% | +15.6% |
| 3Y | +76.6% | +45.0% | +31.6% | +52.0% |
| 5Y | +82.0% | +33.2% | +48.8% | +64.2% |
| All | +82.0% | +31.2% | +50.8% | +64.2% |
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