+22.5%
STM vs ETR
+129.9%
-107.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.2% | -1.7% | -0.8% |
| 7D | +5.2% | +1.4% | +3.8% | +4.8% |
| 30D | -7.4% | +1.9% | -9.2% | -7.9% |
| 3M | -30.6% | +1.0% | -31.6% | -31.0% |
| 6M | +66.4% | +4.8% | +61.5% | +63.7% |
| YTD | +101.1% | +19.5% | +81.6% | +91.0% |
| 1Y | +97.4% | +28.1% | +69.3% | +84.1% |
| 3Y | +21.1% | +151.1% | -130.0% | -8.6% |
| 5Y | +22.5% | +125.2% | -102.7% | -4.8% |
| All | +22.5% | +129.9% | -107.5% | -4.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling