+4,316.7%
ETR vs STT
+7,372.9%
-3,056.2%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.6% | -0.5% |
| 7D | +1.4% | +0.5% | +1.0% | +1.4% |
| 30D | +1.0% | +3.9% | -2.9% | +0.4% |
| 3M | -1.3% | +20.0% | -21.2% | -4.1% |
| 6M | +1.9% | +55.3% | -53.4% | -5.0% |
| YTD | +18.2% | +53.3% | -35.2% | +10.2% |
| 1Y | +24.7% | +74.7% | -50.0% | +13.8% |
| 3Y | +150.7% | +205.8% | -55.1% | +109.0% |
| 5Y | +127.0% | +145.0% | -18.0% | +92.4% |
| 10Y | +295.5% | +266.0% | +29.5% | +205.7% |
| All | +4,316.7% | +7,372.9% | -3,056.2% | +1,899.7% |
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