+1,092.8%
STX vs DTE
+31.2%
+1,061.6%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.3% | -1.4% | -2.5% |
| 7D | +8.0% | -2.0% | +10.0% | +8.3% |
| 30D | +5.1% | -2.4% | +7.5% | +5.6% |
| 3M | +5.8% | -7.3% | +13.1% | +6.6% |
| 6M | +124.9% | -7.6% | +132.6% | +126.5% |
| YTD | +213.9% | +5.8% | +208.1% | +205.2% |
| 1Y | +350.4% | +2.3% | +348.1% | +341.2% |
| 3Y | +1,314.2% | +45.0% | +1,269.2% | +1,155.8% |
| 5Y | +1,092.8% | +33.2% | +1,059.6% | +973.3% |
| All | +1,092.8% | +31.2% | +1,061.6% | +973.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling