+21.7%
STM vs ETR
+150.4%
-128.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.3% | +2.0% |
| 7D | +5.8% | +1.4% | +4.4% | +5.5% |
| 30D | -1.0% | +1.0% | -2.0% | -1.2% |
| 3M | -33.3% | -1.3% | -32.0% | -33.3% |
| 6M | +57.4% | +1.9% | +55.5% | +56.5% |
| YTD | +102.2% | +18.2% | +84.0% | +96.1% |
| 1Y | +99.6% | +24.7% | +74.9% | +92.3% |
| All | +21.7% | +150.4% | -128.7% | +10.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling