+302.3%
ETR vs STLA
+46.8%
+255.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.9% | +0.6% | -1.0% |
| 7D | +0.4% | +0.4% | 0.0% | +0.3% |
| 30D | +2.0% | -5.2% | +7.2% | +2.5% |
| 3M | -1.7% | -24.9% | +23.2% | +1.4% |
| 6M | +3.6% | -25.2% | +28.8% | +6.5% |
| YTD | +18.0% | -51.4% | +69.5% | +27.4% |
| 1Y | +26.2% | -40.7% | +66.9% | +31.8% |
| 3Y | +148.0% | -66.3% | +214.3% | +174.2% |
| 5Y | +126.1% | -63.2% | +189.3% | +141.4% |
| 10Y | +302.3% | +48.7% | +253.5% | +253.0% |
| All | +302.3% | +46.8% | +255.5% | +253.0% |
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