+16,011.1%
STX vs DE
+4,674.8%
+11,336.3%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.1% | +6.5% | +6.4% |
| 7D | +2.4% | +10.0% | -7.7% | -2.7% |
| 30D | +1.4% | +13.3% | -11.9% | -5.3% |
| 3M | -8.2% | +17.5% | -25.7% | -16.2% |
| 6M | +127.0% | +13.6% | +113.5% | +109.8% |
| YTD | +209.1% | +49.8% | +159.4% | +144.1% |
| 1Y | +365.4% | +47.9% | +317.6% | +267.7% |
| 3Y | +1,135.4% | +72.5% | +1,062.9% | +779.9% |
| 5Y | +991.5% | +90.2% | +901.3% | +610.2% |
| 10Y | +3,695.8% | +865.4% | +2,830.4% | +831.8% |
| All | +16,011.1% | +4,674.8% | +11,336.3% | +1,408.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling