+97.2%
STM vs ET
+25.9%
+71.3%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.4% |
| 7D | +16.3% | +3.0% | +13.3% | +16.9% |
| 30D | -6.3% | -3.5% | -2.8% | -7.6% |
| 3M | -14.1% | -5.6% | -8.5% | -16.2% |
| 6M | -19.6% | +0.5% | -20.1% | -18.3% |
| YTD | +80.1% | +26.3% | +53.8% | +96.4% |
| All | +97.2% | +25.9% | +71.3% | +115.1% |
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