+302.3%
ETR vs STT
+262.1%
+40.2%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | +0.4% | +1.0% | -0.6% | +0.2% |
| 30D | +2.0% | +2.8% | -0.7% | +1.4% |
| 3M | -1.7% | +18.1% | -19.8% | -5.4% |
| 6M | +3.6% | +59.2% | -55.6% | -7.0% |
| YTD | +18.0% | +51.5% | -33.4% | +6.9% |
| 1Y | +26.2% | +75.7% | -49.4% | +10.3% |
| 3Y | +148.0% | +200.8% | -52.8% | +90.0% |
| 5Y | +126.1% | +155.8% | -29.7% | +74.1% |
| 10Y | +302.3% | +266.4% | +35.9% | +172.6% |
| All | +302.3% | +262.1% | +40.2% | +172.6% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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