+802.1%
ET vs STLA
+263.8%
+538.3%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | 0.0% |
| 7D | +0.9% | +2.6% | -1.7% | +0.3% |
| 30D | +7.5% | -1.2% | +8.7% | +7.5% |
| 3M | +11.4% | -24.8% | +36.2% | +17.7% |
| 6M | +18.5% | -25.6% | +44.1% | +24.6% |
| YTD | +37.4% | -48.9% | +86.3% | +55.3% |
| 1Y | +30.9% | -38.8% | +69.7% | +40.4% |
| 3Y | +98.7% | -64.5% | +163.3% | +133.8% |
| 5Y | +230.7% | -62.4% | +293.1% | +274.4% |
| 10Y | +175.6% | +55.4% | +120.2% | +128.4% |
| All | +802.1% | +263.8% | +538.3% | +678.9% |
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