+698.5%
STX vs DTE
+56.5%
+642.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.2% |
| 7D | +16.8% | +3.2% | +13.6% | +16.9% |
| 30D | -27.0% | +8.5% | -35.5% | -26.8% |
| 3M | -37.9% | +1.3% | -39.2% | -37.5% |
| 6M | -32.5% | -0.7% | -31.8% | -32.6% |
| YTD | +98.6% | +10.6% | +88.0% | +93.8% |
| 1Y | +93.6% | +2.6% | +90.9% | +91.7% |
| All | +698.5% | +56.5% | +642.0% | +630.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling