+125.2%
ETR vs STT
+150.3%
-25.2%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.2% | +2.4% | +1.4% |
| 7D | +1.4% | +2.2% | -0.8% | +1.0% |
| 30D | +1.9% | +3.9% | -2.0% | +1.1% |
| 3M | +1.0% | +19.2% | -18.2% | -2.5% |
| 6M | +4.8% | +60.4% | -55.5% | -5.0% |
| YTD | +19.5% | +51.5% | -31.9% | +9.4% |
| 1Y | +28.1% | +76.3% | -48.2% | +13.2% |
| 3Y | +151.1% | +200.7% | -49.6% | +97.1% |
| 5Y | +125.2% | +157.5% | -32.3% | +74.4% |
| All | +125.2% | +150.3% | -25.2% | +74.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling