+655.9%
STM vs DE
+863.9%
-208.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.8% | +1.7% |
| 7D | -1.4% | -2.6% | +1.2% | +0.1% |
| 30D | -4.9% | +9.0% | -14.0% | -10.0% |
| 3M | -34.0% | +19.1% | -53.1% | -40.9% |
| 6M | +51.8% | +14.4% | +37.5% | +39.3% |
| YTD | +99.4% | +45.9% | +53.4% | +56.8% |
| 1Y | +99.1% | +43.6% | +55.5% | +57.2% |
| 3Y | +19.5% | +75.9% | -56.4% | -17.5% |
| 5Y | +19.5% | +98.8% | -79.3% | -27.1% |
| All | +655.9% | +863.9% | -208.0% | +90.1% |
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