+7,325.6%
STT vs DTE
+3,490.8%
+3,834.9%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.6% |
| 7D | +0.5% | +0.2% | +0.3% | +0.4% |
| 30D | +3.9% | -2.6% | +6.4% | +5.3% |
| 3M | +20.0% | -3.9% | +23.9% | +22.2% |
| 6M | +55.3% | -7.9% | +63.2% | +61.4% |
| YTD | +53.3% | +7.2% | +46.2% | +45.4% |
| 1Y | +74.7% | +3.1% | +71.6% | +69.2% |
| 3Y | +205.8% | +47.6% | +158.2% | +136.9% |
| 5Y | +145.0% | +32.7% | +112.3% | +99.3% |
| 10Y | +266.0% | +138.8% | +127.3% | +102.4% |
| All | +7,325.6% | +3,490.8% | +3,834.9% | +927.4% |
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