+2,016.3%
STM vs ETR
+3,626.0%
-1,609.7%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.3% | +3.2% | +3.4% |
| 7D | +1.4% | +0.1% | +1.4% | +1.5% |
| 30D | -8.4% | +7.7% | -16.1% | -10.8% |
| 3M | -15.8% | +5.7% | -21.5% | -17.5% |
| 6M | -22.8% | -0.3% | -22.6% | -23.0% |
| YTD | +79.4% | +23.4% | +56.0% | +65.7% |
| 1Y | +97.0% | +18.5% | +78.5% | +84.6% |
| 3Y | +14.2% | +155.6% | -141.4% | -20.8% |
| 5Y | -4.5% | +158.7% | -163.1% | -34.7% |
| 10Y | +463.1% | +377.8% | +85.3% | +206.2% |
| All | +2,016.3% | +3,626.0% | -1,609.7% | +828.7% |
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 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