+2,025.5%
STM vs DTE
+2,474.2%
-448.7%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.6% |
| 7D | +16.3% | +3.2% | +13.1% | +14.6% |
| 30D | -6.3% | +8.5% | -14.7% | -10.1% |
| 3M | -14.1% | +1.3% | -15.4% | -14.8% |
| 6M | -19.6% | -0.7% | -18.9% | -19.9% |
| YTD | +80.1% | +10.6% | +69.5% | +69.4% |
| 1Y | +95.4% | +2.6% | +92.7% | +90.6% |
| 3Y | +14.7% | +56.5% | -41.8% | -11.5% |
| 5Y | -5.4% | +46.7% | -52.1% | -25.5% |
| 10Y | +465.5% | +150.4% | +315.1% | +218.3% |
| All | +2,025.5% | +2,474.2% | -448.7% | +478.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling