+21.1%
STM vs DE
+96.1%
-74.9%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.6% |
| 7D | +1.7% | -3.0% | +4.7% | +3.2% |
| 30D | -5.2% | +11.1% | -16.3% | -10.3% |
| 3M | -29.6% | +17.6% | -47.2% | -35.4% |
| 6M | +54.4% | +13.6% | +40.8% | +44.0% |
| YTD | +99.5% | +46.3% | +53.3% | +63.1% |
| 1Y | +100.8% | +44.2% | +56.6% | +64.6% |
| 3Y | +20.2% | +76.6% | -56.4% | -11.0% |
| 5Y | +21.1% | +98.2% | -77.1% | -17.1% |
| All | +21.1% | +96.1% | -74.9% | -17.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling