+463.1%
STM vs DE
+790.2%
-327.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.6% | +2.9% | +3.1% |
| 7D | +1.4% | +2.3% | -0.8% | +0.4% |
| 30D | -8.4% | +9.3% | -17.7% | -13.0% |
| 3M | -15.8% | +12.2% | -28.0% | -21.8% |
| 6M | -22.8% | +18.1% | -40.9% | -30.6% |
| YTD | +79.4% | +49.8% | +29.6% | +38.8% |
| 1Y | +97.0% | +46.4% | +50.6% | +54.1% |
| 3Y | +14.2% | +92.5% | -78.3% | -25.2% |
| 5Y | -4.5% | +107.4% | -111.8% | -42.9% |
| 10Y | +463.1% | +784.1% | -321.0% | +60.4% |
| All | +463.1% | +790.2% | -327.1% | +60.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling