+160.3%
ETR vs STT
+108.8%
+51.4%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.2% | -2.1% | +0.5% |
| 7D | +1.7% | +0.9% | +0.8% | +1.5% |
| 30D | +8.7% | -2.3% | +11.1% | +9.2% |
| 3M | +4.9% | -7.0% | +11.9% | +6.3% |
| 6M | +0.8% | +15.5% | -14.7% | -2.4% |
| YTD | +23.1% | +35.6% | -12.5% | +14.8% |
| 1Y | +17.9% | +47.9% | -30.0% | +7.7% |
| 3Y | +154.5% | +181.1% | -26.6% | +100.5% |
| 5Y | +160.3% | +108.2% | +52.1% | +103.5% |
| All | +160.3% | +108.8% | +51.4% | +103.5% |
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