+263.8%
STLA vs DTE
+531.5%
-267.7%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.6% |
| 7D | +2.6% | +0.2% | +2.4% | +2.5% |
| 30D | -1.2% | -2.6% | +1.3% | -0.4% |
| 3M | -24.8% | -3.9% | -20.9% | -23.9% |
| 6M | -25.6% | -7.9% | -17.7% | -23.6% |
| YTD | -48.9% | +7.2% | -56.1% | -50.7% |
| 1Y | -38.8% | +3.1% | -41.8% | -40.1% |
| 3Y | -64.5% | +47.6% | -112.1% | -70.3% |
| 5Y | -62.4% | +32.7% | -95.2% | -67.4% |
| 10Y | +55.4% | +138.8% | -83.4% | +8.0% |
| All | +263.8% | +531.5% | -267.7% | +66.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling