+3,343.4%
STX vs DE
+863.9%
+2,479.5%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.3% | -3.4% | -3.6% |
| 7D | -2.3% | -2.6% | +0.3% | -1.2% |
| 30D | -5.5% | +9.0% | -14.5% | -9.3% |
| 3M | -4.3% | +19.1% | -23.4% | -12.0% |
| 6M | +115.6% | +14.4% | +101.2% | +101.1% |
| YTD | +202.2% | +45.9% | +156.2% | +149.3% |
| 1Y | +325.3% | +43.6% | +281.7% | +251.6% |
| 3Y | +1,283.9% | +75.9% | +1,208.0% | +923.7% |
| 5Y | +1,048.3% | +98.8% | +949.5% | +674.5% |
| All | +3,343.4% | +863.9% | +2,479.5% | +1,078.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling