+47.6%
STLA vs DTE
+141.0%
-93.4%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.1% | +0.4% |
| 7D | -3.8% | -2.0% | -1.8% | -3.0% |
| 30D | -3.1% | -2.4% | -0.7% | -2.2% |
| 3M | -19.6% | -7.3% | -12.3% | -17.3% |
| 6M | -23.5% | -7.6% | -15.8% | -21.4% |
| YTD | -51.5% | +5.8% | -57.3% | -53.2% |
| 1Y | -39.7% | +2.3% | -42.0% | -41.0% |
| 3Y | -66.3% | +45.0% | -111.3% | -72.4% |
| 5Y | -63.1% | +33.2% | -96.4% | -68.8% |
| All | +47.6% | +141.0% | -93.4% | -3.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling