+123.8%
STX vs ET
+24.7%
+99.1%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -3.5% | -4.7% | -8.4% |
| 7D | -20.2% | -6.0% | -14.2% | -20.7% |
| 30D | -37.2% | -6.1% | -31.1% | -37.6% |
| 3M | -34.1% | -2.7% | -31.4% | -33.4% |
| 6M | -24.5% | +0.2% | -24.7% | -22.4% |
| YTD | +102.9% | +24.3% | +78.6% | +114.4% |
| 1Y | +123.8% | +26.4% | +97.4% | +130.7% |
| All | +123.8% | +24.7% | +99.1% | +130.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling