+2,285.7%
STM vs DE
+12,005.3%
-9,719.6%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +2.0% | +1.9% |
| 7D | +5.8% | +10.0% | -4.2% | +0.8% |
| 30D | -1.0% | +13.3% | -14.3% | -7.3% |
| 3M | -33.3% | +17.5% | -50.8% | -38.7% |
| 6M | +57.4% | +13.6% | +43.8% | +47.0% |
| YTD | +102.2% | +49.8% | +52.4% | +63.4% |
| 1Y | +99.6% | +47.9% | +51.7% | +61.6% |
| 3Y | +14.5% | +72.5% | -58.0% | -14.9% |
| 5Y | +21.4% | +90.2% | -68.9% | -16.8% |
| 10Y | +695.0% | +865.4% | -170.4% | +145.2% |
| All | +2,285.7% | +12,005.3% | -9,719.6% | +180.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling