+21.1%
STM vs DTE
+31.9%
-10.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.5% |
| 7D | +1.7% | 0.0% | +1.6% | +1.6% |
| 30D | -5.2% | -0.5% | -4.6% | -5.0% |
| 3M | -29.6% | -6.0% | -23.6% | -28.6% |
| 6M | +54.4% | -7.2% | +61.6% | +57.0% |
| YTD | +99.5% | +7.2% | +92.4% | +92.7% |
| 1Y | +100.8% | +4.1% | +96.7% | +95.8% |
| 3Y | +20.2% | +46.9% | -26.7% | +0.9% |
| 5Y | +21.1% | +32.9% | -11.8% | +7.0% |
| All | +21.1% | +31.9% | -10.8% | +7.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling