+96.5%
STM vs ETR
+18.4%
+78.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +2.7% | -8.8% | -7.1% |
| 7D | -6.0% | +3.7% | -9.7% | -7.5% |
| 30D | -20.9% | +11.0% | -31.9% | -24.5% |
| 3M | -15.8% | +3.4% | -19.2% | -17.0% |
| 6M | -17.0% | -3.3% | -13.8% | -16.2% |
| YTD | +76.8% | +23.3% | +53.5% | +56.0% |
| 1Y | +96.5% | +19.2% | +77.3% | +75.7% |
| All | +96.5% | +18.4% | +78.1% | +75.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 1y: compounded portfolio wealth divided by compounded ETR 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…
1y analysis · Full analysis span regression · 6 months rolling