+2,285.7%
STM vs ETR
+3,469.0%
-1,183.2%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.3% | +2.0% |
| 7D | +5.8% | +1.4% | +4.4% | +5.2% |
| 30D | -1.0% | +1.0% | -2.0% | -1.4% |
| 3M | -33.3% | -1.3% | -32.0% | -33.2% |
| 6M | +57.4% | +1.9% | +55.5% | +55.8% |
| YTD | +102.2% | +18.2% | +84.0% | +89.8% |
| 1Y | +99.6% | +24.7% | +74.9% | +83.6% |
| 3Y | +14.5% | +150.7% | -136.2% | -20.2% |
| 5Y | +21.4% | +127.0% | -105.7% | -13.2% |
| 10Y | +695.0% | +295.5% | +399.5% | +361.6% |
| All | +2,285.7% | +3,469.0% | -1,183.2% | +963.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling