+1,376.8%
STX vs DE
+75.0%
+1,301.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.5% | -1.9% |
| 7D | +9.6% | -3.0% | +12.6% | +10.6% |
| 30D | +10.6% | +11.1% | -0.5% | +6.6% |
| 3M | +4.8% | +17.6% | -12.8% | -1.0% |
| 6M | +137.3% | +13.6% | +123.7% | +126.1% |
| YTD | +222.5% | +46.3% | +176.2% | +175.8% |
| 1Y | +366.2% | +44.2% | +322.0% | +299.2% |
| All | +1,376.8% | +75.0% | +1,301.9% | +1,066.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling