-52.6%
STLA vs DTE
+5.6%
-58.2%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.4% | +1.4% | +3.4% |
| 7D | -0.6% | +4.2% | -4.9% | -1.1% |
| 30D | +3.6% | +10.0% | -6.4% | +2.5% |
| 3M | -20.6% | -2.1% | -18.6% | -21.3% |
| 6M | -34.3% | -4.7% | -29.7% | -34.8% |
| YTD | -57.3% | +9.3% | -66.6% | -60.2% |
| 1Y | -52.6% | +6.6% | -59.3% | -55.3% |
| All | -52.6% | +5.6% | -58.2% | -55.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling