+481.2%
ETR vs STLA
+263.8%
+217.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.7% | -0.6% |
| 7D | +1.4% | +2.6% | -1.1% | +1.2% |
| 30D | +1.0% | -1.2% | +2.2% | +1.0% |
| 3M | -1.3% | -24.8% | +23.5% | +0.9% |
| 6M | +1.9% | -25.6% | +27.5% | +4.0% |
| YTD | +18.2% | -48.9% | +67.1% | +24.1% |
| 1Y | +24.7% | -38.8% | +63.4% | +28.3% |
| 3Y | +150.7% | -64.5% | +215.2% | +167.5% |
| 5Y | +127.0% | -62.4% | +189.5% | +137.8% |
| 10Y | +295.5% | +55.4% | +240.1% | +265.9% |
| All | +481.2% | +263.8% | +217.4% | +431.7% |
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