+156.3%
ETR vs STT
+182.6%
-26.3%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | +1.2% | +4.8% | -3.6% | +0.2% |
| 30D | +7.0% | +3.9% | +3.1% | +6.1% |
| 3M | +4.6% | -8.2% | +12.8% | +6.4% |
| 6M | +0.1% | +15.6% | -15.5% | -3.2% |
| YTD | +23.2% | +37.6% | -14.5% | +13.6% |
| 1Y | +20.6% | +50.1% | -29.5% | +8.4% |
| 3Y | +156.3% | +183.1% | -26.8% | +91.8% |
| All | +156.3% | +182.6% | -26.3% | +91.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling