+123.8%
STX vs DTE
+5.6%
+118.2%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +2.4% | -10.6% | -6.9% |
| 7D | -20.2% | +4.2% | -24.4% | -18.4% |
| 30D | -37.2% | +10.0% | -47.2% | -34.3% |
| 3M | -34.1% | -2.1% | -32.0% | -33.3% |
| 6M | -24.5% | -4.7% | -19.8% | -24.5% |
| YTD | +102.9% | +9.3% | +93.6% | +85.8% |
| 1Y | +123.8% | +6.6% | +117.2% | +110.1% |
| All | +123.8% | +5.6% | +118.2% | +110.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 1y: compounded portfolio wealth divided by compounded DTE 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…
1y analysis · Full analysis span regression · 6 months rolling