-67.1%
STLA vs DTE
+47.2%
-114.3%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.0% | -1.6% |
| 7D | +0.4% | 0.0% | +0.4% | +0.4% |
| 30D | -5.2% | -0.5% | -4.7% | -5.2% |
| 3M | -24.9% | -6.0% | -18.8% | -23.7% |
| 6M | -25.2% | -7.2% | -18.0% | -23.8% |
| YTD | -51.4% | +7.2% | -58.6% | -53.2% |
| 1Y | -40.7% | +4.1% | -44.8% | -42.4% |
| All | -67.1% | +47.2% | -114.3% | -72.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling