+173.7%
ET vs STLA
+46.8%
+127.0%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.9% | +2.6% | +1.3% |
| 7D | +0.6% | +0.4% | +0.3% | +0.5% |
| 30D | +5.3% | -5.2% | +10.5% | +6.4% |
| 3M | +15.6% | -24.9% | +40.5% | +23.6% |
| 6M | +20.6% | -25.2% | +45.8% | +27.7% |
| YTD | +38.5% | -51.4% | +90.0% | +62.9% |
| 1Y | +35.7% | -40.7% | +76.4% | +48.2% |
| 3Y | +98.4% | -66.3% | +164.6% | +145.0% |
| 5Y | +245.3% | -63.2% | +308.5% | +298.8% |
| 10Y | +173.7% | +48.7% | +125.0% | +121.3% |
| All | +173.7% | +46.8% | +127.0% | +121.3% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 10y: compounded portfolio wealth divided by compounded STLA 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…
10y analysis · Full analysis span regression · 6 months rolling