+2,285.7%
STM vs DTE
+2,393.7%
-107.9%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.6% | +2.2% |
| 7D | +5.8% | +0.2% | +5.6% | +5.7% |
| 30D | -1.0% | -2.6% | +1.6% | +0.3% |
| 3M | -33.3% | -3.9% | -29.4% | -32.4% |
| 6M | +57.4% | -7.9% | +65.3% | +62.6% |
| YTD | +102.2% | +7.2% | +95.0% | +93.3% |
| 1Y | +99.6% | +3.1% | +96.5% | +94.4% |
| 3Y | +14.5% | +47.6% | -33.1% | -9.0% |
| 5Y | +21.4% | +32.7% | -11.4% | +0.6% |
| 10Y | +695.0% | +138.8% | +556.2% | +358.7% |
| All | +2,285.7% | +2,393.7% | -107.9% | +560.1% |
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