+99.6%
STM vs ET
+31.4%
+68.2%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.3% | +1.6% | +1.9% |
| 7D | +5.8% | +0.9% | +4.9% | +6.0% |
| 30D | -1.0% | +7.5% | -8.5% | +0.7% |
| 3M | -33.3% | +11.4% | -44.7% | -31.4% |
| 6M | +57.4% | +18.5% | +38.8% | +59.5% |
| YTD | +102.2% | +37.4% | +64.8% | +94.9% |
| 1Y | +99.6% | +30.9% | +68.7% | +88.1% |
| All | +99.6% | +31.4% | +68.2% | +88.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 1y: compounded portfolio wealth divided by compounded ET 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…
1y analysis · Full analysis span regression · 6 months rolling