+264.3%
STT vs DTE
+137.8%
+126.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.3% | +2.4% | +1.8% |
| 7D | -0.4% | -2.6% | +2.1% | +0.9% |
| 30D | +1.7% | -4.4% | +6.1% | +4.1% |
| 3M | +17.9% | -8.3% | +26.2% | +23.0% |
| 6M | +55.3% | -8.1% | +63.4% | +61.0% |
| YTD | +52.7% | +4.4% | +48.2% | +47.0% |
| 1Y | +75.7% | +0.2% | +75.5% | +72.8% |
| 3Y | +197.9% | +42.6% | +155.3% | +137.3% |
| 5Y | +158.8% | +31.5% | +127.3% | +113.1% |
| All | +264.3% | +137.8% | +126.5% | +150.6% |
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