+21.1%
STM vs ET
+96.2%
-75.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.6% | -0.5% |
| 7D | +5.2% | +0.4% | +4.8% | +5.0% |
| 30D | -7.4% | +6.9% | -14.2% | -9.7% |
| 3M | -30.6% | +13.1% | -43.7% | -34.3% |
| 6M | +66.4% | +18.7% | +47.7% | +53.5% |
| YTD | +101.1% | +37.4% | +63.7% | +71.6% |
| 1Y | +97.4% | +34.8% | +62.6% | +69.9% |
| 3Y | +21.1% | +96.8% | -75.7% | -14.6% |
| All | +21.1% | +96.2% | -75.1% | -14.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling