+664.5%
STM vs ETR
+288.4%
+376.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.4% | -0.3% |
| 7D | +1.7% | +0.4% | +1.3% | +1.5% |
| 30D | -5.2% | +2.0% | -7.2% | -6.0% |
| 3M | -29.6% | -1.7% | -27.9% | -29.4% |
| 6M | +54.4% | +3.6% | +50.8% | +51.6% |
| YTD | +99.5% | +18.0% | +81.5% | +86.0% |
| 1Y | +100.8% | +26.2% | +74.5% | +82.1% |
| 3Y | +20.2% | +148.0% | -127.8% | -20.1% |
| 5Y | +21.1% | +126.1% | -104.9% | -17.1% |
| 10Y | +664.5% | +302.3% | +362.3% | +414.5% |
| All | +664.5% | +288.4% | +376.1% | +414.5% |
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