+99.6%
STM vs DE
+49.4%
+50.2%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +2.0% | +1.9% |
| 7D | +5.8% | +10.0% | -4.2% | +1.7% |
| 30D | -1.0% | +13.3% | -14.3% | -6.1% |
| 3M | -33.3% | +17.5% | -50.8% | -37.7% |
| 6M | +57.4% | +13.6% | +43.8% | +45.6% |
| YTD | +102.2% | +49.8% | +52.4% | +74.6% |
| 1Y | +99.6% | +47.9% | +51.7% | +79.6% |
| All | +99.6% | +49.4% | +50.2% | +79.6% |
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