+1,937.6%
STM vs DE
+11,994.8%
-10,057.2%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.9% | +3.8% | +5.3% |
| 7D | -5.6% | +3.5% | -9.1% | -7.1% |
| 30D | -14.4% | +11.3% | -25.8% | -19.0% |
| 3M | -20.5% | +11.6% | -32.1% | -25.1% |
| 6M | -24.5% | +20.9% | -45.4% | -31.7% |
| YTD | +72.7% | +49.7% | +23.0% | +39.4% |
| 1Y | +91.0% | +49.5% | +41.6% | +54.0% |
| 3Y | +13.5% | +94.7% | -81.2% | -20.5% |
| 5Y | -9.2% | +107.4% | -116.6% | -40.2% |
| 10Y | +422.5% | +793.2% | -370.6% | +66.7% |
| All | +1,937.6% | +11,994.8% | -10,057.2% | +139.0% |
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 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