+422.5%
STM vs ETR
+356.9%
+65.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +1.1% | +5.6% | +6.3% |
| 7D | -5.6% | +1.7% | -7.3% | -6.2% |
| 30D | -14.4% | +8.7% | -23.2% | -17.3% |
| 3M | -20.5% | +4.9% | -25.4% | -22.0% |
| 6M | -24.5% | +0.8% | -25.3% | -25.0% |
| YTD | +72.7% | +23.1% | +49.6% | +58.3% |
| 1Y | +91.0% | +17.9% | +73.1% | +78.1% |
| 3Y | +13.5% | +154.5% | -141.0% | -25.1% |
| 5Y | -9.2% | +160.3% | -169.5% | -41.6% |
| 10Y | +422.5% | +366.9% | +55.6% | +264.8% |
| All | +422.5% | +356.9% | +65.6% | +264.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling