+329.1%
STM vs ET
+1,311.7%
-982.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.5% |
| 7D | +16.3% | +3.0% | +13.3% | +15.3% |
| 30D | -6.3% | -3.5% | -2.8% | -5.2% |
| 3M | -14.1% | -5.6% | -8.5% | -12.6% |
| 6M | -19.6% | +0.5% | -20.1% | -20.0% |
| YTD | +80.1% | +26.3% | +53.8% | +66.7% |
| 1Y | +95.4% | +25.7% | +69.7% | +81.0% |
| 3Y | +14.7% | +85.1% | -70.4% | -5.5% |
| 5Y | -5.4% | +216.4% | -221.8% | -33.7% |
| 10Y | +465.5% | +160.9% | +304.6% | +287.7% |
| All | +329.1% | +1,311.7% | -982.6% | +9.7% |
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