+377.8%
ETR vs STLA
+0.5%
+377.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.5% | +3.8% | +0.7% |
| 7D | +0.1% | -11.6% | +11.7% | +1.5% |
| 30D | +7.7% | -6.2% | +13.9% | +8.3% |
| 3M | +5.7% | -24.6% | +30.3% | +8.9% |
| 6M | -0.3% | -44.9% | +44.6% | +6.4% |
| YTD | +23.4% | -62.3% | +85.6% | +36.9% |
| 1Y | +18.5% | -61.8% | +80.3% | +31.1% |
| 3Y | +155.6% | -75.3% | +230.9% | +194.2% |
| 5Y | +158.7% | -72.5% | +231.2% | +186.3% |
| 10Y | +377.8% | +0.8% | +377.0% | +340.8% |
| All | +377.8% | +0.5% | +377.3% | +340.8% |
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