+4,499.6%
ETR vs STT
+6,537.0%
-2,037.4%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.1% |
| 7D | +2.6% | +1.1% | +1.4% | +2.4% |
| 30D | +8.7% | -1.9% | +10.6% | +8.9% |
| 3M | +6.4% | -7.6% | +13.9% | +7.6% |
| 6M | +0.7% | +16.0% | -15.3% | -1.7% |
| YTD | +23.0% | +36.2% | -13.1% | +16.8% |
| 1Y | +17.9% | +46.8% | -28.9% | +10.6% |
| 3Y | +154.9% | +177.8% | -22.9% | +115.7% |
| 5Y | +157.3% | +105.8% | +51.4% | +124.0% |
| 10Y | +373.4% | +197.6% | +175.8% | +277.3% |
| All | +4,499.6% | +6,537.0% | -2,037.4% | +2,019.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling