+95.4%
STM vs ETR
+18.4%
+76.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.5% | +0.4% |
| 7D | +16.3% | +1.5% | +14.8% | +15.6% |
| 30D | -6.3% | +6.6% | -12.9% | -8.8% |
| 3M | -14.1% | +4.4% | -18.5% | -15.6% |
| 6M | -19.6% | -0.3% | -19.3% | -20.0% |
| YTD | +80.1% | +23.3% | +56.8% | +58.3% |
| 1Y | +95.4% | +18.9% | +76.5% | +74.5% |
| All | +95.4% | +18.4% | +76.9% | +74.5% |
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 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