+100.8%
STM vs DE
+42.9%
+57.9%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.6% |
| 7D | +1.7% | -3.0% | +4.7% | +2.9% |
| 30D | -5.2% | +11.1% | -16.3% | -9.4% |
| 3M | -29.6% | +17.6% | -47.2% | -34.4% |
| 6M | +54.4% | +13.6% | +40.8% | +43.6% |
| YTD | +99.5% | +46.3% | +53.3% | +74.0% |
| 1Y | +100.8% | +44.2% | +56.6% | +83.0% |
| All | +100.8% | +42.9% | +57.9% | +83.0% |
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