+644.6%
STM vs ET
+179.3%
+465.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.8% | -1.6% |
| 7D | -1.1% | +1.4% | -2.4% | -1.5% |
| 30D | -7.8% | +4.6% | -12.4% | -9.2% |
| 3M | -28.2% | +16.0% | -44.2% | -32.1% |
| 6M | +52.0% | +22.8% | +29.2% | +40.8% |
| YTD | +96.4% | +38.9% | +57.5% | +74.0% |
| 1Y | +98.8% | +34.1% | +64.7% | +78.4% |
| 3Y | +18.3% | +98.8% | -80.5% | -7.6% |
| 5Y | +17.7% | +246.8% | -229.1% | -23.7% |
| All | +644.6% | +179.3% | +465.2% | +397.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling