-74.5%
STLA vs DTE
+46.4%
-120.9%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.4% | -1.2% |
| 7D | -13.8% | +3.4% | -17.2% | -14.9% |
| 30D | -10.5% | +8.9% | -19.4% | -13.3% |
| 3M | -28.9% | +1.1% | -29.9% | -29.2% |
| 6M | -49.7% | +0.1% | -49.8% | -50.0% |
| YTD | -64.9% | +11.1% | -76.0% | -66.7% |
| 1Y | -64.0% | +4.9% | -69.0% | -65.1% |
| 3Y | -77.4% | +58.6% | -136.0% | -81.9% |
| All | -74.5% | +46.4% | -120.9% | -79.3% |
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 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