+6,565.3%
STT vs DTE
+3,620.6%
+2,944.7%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.4% |
| 7D | +4.8% | +3.4% | +1.3% | +2.8% |
| 30D | +3.9% | +8.9% | -5.0% | -1.1% |
| 3M | -8.2% | +1.1% | -9.2% | -8.9% |
| 6M | +15.6% | +0.1% | +15.5% | +14.8% |
| YTD | +37.6% | +11.1% | +26.6% | +27.7% |
| 1Y | +50.1% | +4.9% | +45.2% | +43.8% |
| 3Y | +183.1% | +58.6% | +124.5% | +110.5% |
| 5Y | +104.8% | +47.3% | +57.6% | +56.7% |
| 10Y | +201.9% | +151.3% | +50.6% | +62.4% |
| All | +6,565.3% | +3,620.6% | +2,944.7% | +802.2% |
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