+365.4%
STX vs DE
+49.4%
+316.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.1% | +6.5% | +6.4% |
| 7D | +2.4% | +10.0% | -7.7% | +1.0% |
| 30D | +1.4% | +13.3% | -11.9% | -0.6% |
| 3M | -8.2% | +17.5% | -25.7% | -10.3% |
| 6M | +127.0% | +13.6% | +113.5% | +120.7% |
| YTD | +209.1% | +49.8% | +159.4% | +190.5% |
| 1Y | +365.4% | +47.9% | +317.6% | +330.5% |
| All | +365.4% | +49.4% | +316.0% | +330.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 1y: compounded portfolio wealth divided by compounded DE 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…
1y analysis · Full analysis span regression · 6 months rolling