+381.7%
STM vs ET
+1,435.0%
-1,053.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.3% | +1.6% | +1.8% |
| 7D | +5.8% | +0.9% | +4.9% | +5.5% |
| 30D | -1.0% | +7.5% | -8.5% | -3.2% |
| 3M | -33.3% | +11.4% | -44.7% | -35.6% |
| 6M | +57.4% | +18.5% | +38.8% | +48.7% |
| YTD | +102.2% | +37.4% | +64.8% | +82.5% |
| 1Y | +99.6% | +30.9% | +68.7% | +82.8% |
| 3Y | +14.5% | +98.7% | -84.2% | -7.7% |
| 5Y | +21.4% | +230.7% | -209.3% | -16.3% |
| 10Y | +695.0% | +175.6% | +519.4% | +432.6% |
| All | +381.7% | +1,435.0% | -1,053.3% | +20.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling