+327.3%
STM vs ET
+1,313.9%
-986.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.1% | +3.4% | +3.5% |
| 7D | +1.4% | +1.8% | -0.3% | +1.0% |
| 30D | -8.4% | -3.0% | -5.4% | -7.5% |
| 3M | -15.8% | -4.7% | -11.1% | -14.6% |
| 6M | -22.8% | +2.7% | -25.5% | -23.8% |
| YTD | +79.4% | +26.5% | +52.8% | +65.9% |
| 1Y | +97.0% | +25.0% | +72.0% | +82.8% |
| 3Y | +14.2% | +85.4% | -71.2% | -6.0% |
| 5Y | -4.5% | +215.5% | -220.0% | -33.0% |
| 10Y | +463.1% | +161.3% | +301.7% | +285.9% |
| All | +327.3% | +1,313.9% | -986.6% | +9.2% |
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