+264.3%
STT vs ET
+177.0%
+87.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.9% | +1.4% |
| 7D | -0.4% | +0.2% | -0.7% | -0.5% |
| 30D | +1.7% | +2.9% | -1.1% | +0.5% |
| 3M | +17.9% | +16.8% | +1.1% | +10.2% |
| 6M | +55.3% | +18.9% | +36.4% | +43.6% |
| YTD | +52.7% | +37.7% | +15.0% | +32.3% |
| 1Y | +75.7% | +32.4% | +43.2% | +54.6% |
| 3Y | +197.9% | +99.5% | +98.4% | +118.5% |
| 5Y | +158.8% | +244.0% | -85.2% | +50.2% |
| All | +264.3% | +177.0% | +87.3% | +105.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 10y: compounded portfolio wealth divided by compounded ET 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…
10y analysis · Full analysis span regression · 6 months rolling