+481.0%
STX vs DE
+102.8%
+378.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.9% | +0.7% | -0.5% |
| 7D | +16.8% | +2.3% | +14.5% | +16.0% |
| 30D | -27.0% | +4.4% | -31.5% | -28.1% |
| 3M | -37.9% | +9.8% | -47.7% | -40.3% |
| 6M | -32.5% | +15.8% | -48.3% | -36.7% |
| YTD | +98.6% | +47.0% | +51.6% | +66.6% |
| 1Y | +93.6% | +42.8% | +50.8% | +63.7% |
| 3Y | +699.1% | +88.9% | +610.1% | +494.5% |
| 5Y | +481.0% | +101.9% | +379.1% | +302.3% |
| All | +481.0% | +102.8% | +378.2% | +302.3% |
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