+1,077.4%
STX vs DE
+96.1%
+981.4%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.5% | -1.9% |
| 7D | +9.6% | -3.0% | +12.6% | +10.8% |
| 30D | +10.6% | +11.1% | -0.5% | +6.0% |
| 3M | +4.8% | +17.6% | -12.8% | -1.9% |
| 6M | +137.3% | +13.6% | +123.7% | +124.2% |
| YTD | +222.5% | +46.3% | +176.2% | +171.8% |
| 1Y | +366.2% | +44.2% | +322.0% | +293.4% |
| 3Y | +1,352.9% | +76.6% | +1,276.3% | +1,013.8% |
| 5Y | +1,077.4% | +98.2% | +979.2% | +736.5% |
| All | +1,077.4% | +96.1% | +981.4% | +736.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling