+125.2%
ETR vs STLA
-62.5%
+187.7%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.1% | +4.2% | +1.4% |
| 7D | +1.4% | +0.7% | +0.7% | +1.3% |
| 30D | +1.9% | -2.4% | +4.2% | +2.0% |
| 3M | +1.0% | -23.9% | +24.9% | +2.9% |
| 6M | +4.8% | -24.6% | +29.5% | +6.6% |
| YTD | +19.5% | -50.5% | +70.1% | +25.6% |
| 1Y | +28.1% | -39.8% | +67.9% | +31.4% |
| 3Y | +151.1% | -65.6% | +216.8% | +169.1% |
| 5Y | +125.2% | -62.1% | +187.2% | +129.0% |
| All | +125.2% | -62.5% | +187.7% | +129.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling