+16,011.1%
STX vs DTE
+841.0%
+15,170.1%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.7% | +7.1% | +6.7% |
| 7D | +2.4% | +0.2% | +2.2% | +2.2% |
| 30D | +1.4% | -2.6% | +4.0% | +2.7% |
| 3M | -8.2% | -3.9% | -4.3% | -7.3% |
| 6M | +127.0% | -7.9% | +134.9% | +133.1% |
| YTD | +209.1% | +7.2% | +202.0% | +194.7% |
| 1Y | +365.4% | +3.1% | +362.3% | +351.3% |
| 3Y | +1,135.4% | +47.6% | +1,087.8% | +884.6% |
| 5Y | +991.5% | +32.7% | +958.8% | +801.7% |
| 10Y | +3,695.8% | +138.8% | +3,557.1% | +2,018.7% |
| All | +16,011.1% | +841.0% | +15,170.1% | +3,938.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling