+715.6%
ET vs STLA
+189.2%
+526.3%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +0.9% |
| 7D | -4.4% | -6.4% | +1.9% | -3.2% |
| 30D | -4.8% | -1.3% | -3.4% | -4.9% |
| 3M | -3.4% | -19.9% | +16.5% | +0.4% |
| 6M | +2.2% | -42.9% | +45.1% | +13.6% |
| YTD | +24.2% | -59.4% | +83.6% | +46.5% |
| 1Y | +24.5% | -56.8% | +81.3% | +44.2% |
| 3Y | +83.6% | -73.1% | +156.7% | +128.4% |
| 5Y | +203.4% | -70.1% | +273.5% | +258.3% |
| 10Y | +166.5% | +19.8% | +146.8% | +132.2% |
| All | +715.6% | +189.2% | +526.3% | +634.7% |
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