+644.6%
STM vs DTE
+141.0%
+503.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.3% | -0.3% | -1.0% |
| 7D | -1.1% | -2.0% | +0.9% | -0.2% |
| 30D | -7.8% | -2.4% | -5.4% | -6.9% |
| 3M | -28.2% | -7.3% | -20.9% | -26.2% |
| 6M | +52.0% | -7.6% | +59.6% | +56.1% |
| YTD | +96.4% | +5.8% | +90.6% | +89.8% |
| 1Y | +98.8% | +2.3% | +96.5% | +94.7% |
| 3Y | +18.3% | +45.0% | -26.7% | -2.8% |
| 5Y | +17.7% | +33.2% | -15.5% | -0.3% |
| All | +644.6% | +141.0% | +503.6% | +393.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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