+96.5%
STM vs DE
+49.6%
+46.9%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +1.6% | -7.7% | -6.7% |
| 7D | -6.0% | +5.6% | -11.6% | -8.3% |
| 30D | -20.9% | -0.8% | -20.1% | -20.7% |
| 3M | -15.8% | +9.8% | -25.6% | -19.4% |
| 6M | -17.0% | +17.5% | -34.6% | -23.6% |
| YTD | +76.8% | +46.5% | +30.3% | +48.6% |
| 1Y | +96.5% | +46.1% | +50.4% | +64.9% |
| All | +96.5% | +49.6% | +46.9% | +64.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 DE 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