+103.1%
STT vs ET
+215.7%
-112.6%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | +4.8% | +2.5% | +2.2% | +3.5% |
| 30D | +3.9% | -2.5% | +6.4% | +5.0% |
| 3M | -8.2% | -4.9% | -3.3% | -6.1% |
| 6M | +15.6% | -0.1% | +15.7% | +15.0% |
| YTD | +37.6% | +26.2% | +11.4% | +20.4% |
| 1Y | +50.1% | +25.2% | +25.0% | +31.7% |
| 3Y | +183.1% | +84.2% | +98.9% | +96.7% |
| All | +103.1% | +215.7% | -112.6% | +10.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling