+481.0%
STX vs DTE
+46.1%
+434.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.1% |
| 7D | +16.8% | +3.2% | +13.6% | +16.4% |
| 30D | -27.0% | +8.5% | -35.5% | -27.8% |
| 3M | -37.9% | +1.3% | -39.2% | -37.8% |
| 6M | -32.5% | -0.7% | -31.8% | -32.7% |
| YTD | +98.6% | +10.6% | +88.0% | +92.0% |
| 1Y | +93.6% | +2.6% | +90.9% | +90.8% |
| 3Y | +699.1% | +56.5% | +642.5% | +595.9% |
| 5Y | +481.0% | +46.7% | +434.3% | +395.3% |
| All | +481.0% | +46.1% | +434.9% | +395.3% |
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