+393.6%
STT vs ET
+1,435.7%
-1,042.1%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.3% | -1.2% |
| 7D | +2.2% | +0.4% | +1.8% | +2.0% |
| 30D | +3.9% | +6.9% | -3.0% | +1.5% |
| 3M | +19.2% | +13.1% | +6.1% | +14.0% |
| 6M | +60.4% | +18.7% | +41.7% | +50.4% |
| YTD | +51.5% | +37.4% | +14.0% | +34.7% |
| 1Y | +76.3% | +34.8% | +41.5% | +57.7% |
| 3Y | +200.7% | +96.8% | +103.9% | +134.4% |
| 5Y | +157.5% | +238.2% | -80.8% | +65.4% |
| 10Y | +262.0% | +159.4% | +102.6% | +132.7% |
| All | +393.6% | +1,435.7% | -1,042.1% | -26.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling