+17.9%
ETR vs STT
+48.0%
-30.1%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.1% |
| 7D | +2.6% | +1.1% | +1.4% | +2.5% |
| 30D | +8.7% | -1.9% | +10.6% | +8.7% |
| 3M | +6.4% | -7.6% | +13.9% | +6.5% |
| 6M | +0.7% | +16.0% | -15.3% | +2.2% |
| YTD | +23.0% | +36.2% | -13.1% | +24.1% |
| 1Y | +17.9% | +46.8% | -28.9% | +16.6% |
| All | +17.9% | +48.0% | -30.1% | +16.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling