+730.1%
ET vs STLA
+178.7%
+551.3%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.6% | +5.4% | +2.5% |
| 7D | -1.9% | -4.9% | +3.0% | -0.9% |
| 30D | -3.1% | -4.9% | +1.8% | -2.4% |
| 3M | -3.9% | -23.7% | +19.7% | +0.8% |
| 6M | +4.0% | -45.0% | +49.0% | +16.5% |
| YTD | +26.4% | -60.9% | +87.3% | +50.2% |
| 1Y | +24.9% | -58.9% | +83.8% | +46.2% |
| 3Y | +85.2% | -74.4% | +159.6% | +133.0% |
| 5Y | +218.3% | -71.5% | +289.8% | +280.0% |
| 10Y | +172.0% | +5.3% | +166.7% | +142.4% |
| All | +730.1% | +178.7% | +551.3% | +653.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling