+506.6%
ETR vs STLA
+152.6%
+354.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.1% | +6.0% | +0.5% |
| 7D | +1.5% | -13.1% | +14.6% | +2.7% |
| 30D | +6.6% | -13.3% | +19.9% | +7.8% |
| 3M | +4.4% | -27.9% | +32.3% | +7.0% |
| 6M | -0.3% | -47.8% | +47.6% | +4.8% |
| YTD | +23.3% | -64.6% | +87.9% | +33.3% |
| 1Y | +18.9% | -64.0% | +82.8% | +28.1% |
| 3Y | +155.5% | -76.8% | +232.3% | +182.3% |
| 5Y | +159.9% | -74.2% | +234.1% | +180.6% |
| 10Y | +377.6% | -5.4% | +383.0% | +357.4% |
| All | +506.6% | +152.6% | +354.0% | +470.8% |
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 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