+465.1%
STM vs ETR
+378.9%
+86.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.6% |
| 7D | +12.0% | +1.2% | +10.9% | +11.5% |
| 30D | -0.4% | +7.0% | -7.4% | -3.0% |
| 3M | -13.2% | +4.6% | -17.8% | -14.8% |
| 6M | -26.1% | +0.1% | -26.2% | -26.4% |
| YTD | +81.2% | +23.2% | +58.0% | +66.1% |
| 1Y | +98.3% | +20.6% | +77.7% | +83.3% |
| 3Y | +16.7% | +156.3% | -139.5% | -23.1% |
| 5Y | -4.8% | +159.6% | -164.5% | -38.6% |
| All | +465.1% | +378.9% | +86.1% | +310.2% |
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