+21.1%
STM vs ET
+242.4%
-221.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -1.1% |
| 7D | +1.7% | +0.6% | +1.0% | +1.4% |
| 30D | -5.2% | +5.3% | -10.4% | -7.2% |
| 3M | -29.6% | +15.6% | -45.3% | -34.1% |
| 6M | +54.4% | +20.6% | +33.7% | +41.5% |
| YTD | +99.5% | +38.5% | +61.0% | +71.1% |
| 1Y | +100.8% | +35.7% | +65.0% | +73.7% |
| 3Y | +20.2% | +98.4% | -78.2% | -13.1% |
| 5Y | +21.1% | +245.3% | -224.1% | -23.4% |
| All | +21.1% | +242.4% | -221.2% | -23.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling