+399.7%
STT vs ET
+1,435.0%
-1,035.3%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.1% |
| 7D | +0.5% | +0.9% | -0.4% | +0.2% |
| 30D | +3.9% | +7.5% | -3.6% | +1.2% |
| 3M | +20.0% | +11.4% | +8.5% | +15.3% |
| 6M | +55.3% | +18.5% | +36.8% | +45.7% |
| YTD | +53.3% | +37.4% | +16.0% | +36.4% |
| 1Y | +74.7% | +30.9% | +43.8% | +57.9% |
| 3Y | +205.8% | +98.7% | +107.1% | +137.5% |
| 5Y | +145.0% | +230.7% | -85.7% | +58.6% |
| 10Y | +266.0% | +175.6% | +90.4% | +130.9% |
| All | +399.7% | +1,435.0% | -1,035.3% | -25.4% |
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