+1,945.0%
STM vs DTE
+2,470.3%
-525.3%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.1% |
| 7D | -7.9% | +3.5% | -11.4% | -9.4% |
| 30D | -14.1% | +9.5% | -23.7% | -18.0% |
| 3M | -17.6% | +2.5% | -20.2% | -18.8% |
| 6M | -24.2% | +0.6% | -24.8% | -25.1% |
| YTD | +73.3% | +10.5% | +62.8% | +63.1% |
| 1Y | +90.1% | +3.3% | +86.8% | +84.9% |
| 3Y | +10.3% | +56.3% | -45.9% | -14.8% |
| 5Y | -5.7% | +44.9% | -50.7% | -25.3% |
| 10Y | +444.1% | +149.2% | +294.9% | +207.0% |
| All | +1,945.0% | +2,470.3% | -525.3% | +456.7% |
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