+3,476.8%
STX vs ET
+179.3%
+3,297.5%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.2% | -2.9% | -2.7% |
| 7D | +8.0% | +1.4% | +6.6% | +7.6% |
| 30D | +5.1% | +4.6% | +0.5% | +3.8% |
| 3M | +5.8% | +16.0% | -10.3% | +1.1% |
| 6M | +124.9% | +22.8% | +102.1% | +111.2% |
| YTD | +213.9% | +38.9% | +175.0% | +184.0% |
| 1Y | +350.4% | +34.1% | +316.3% | +311.1% |
| 3Y | +1,314.2% | +98.8% | +1,215.4% | +1,057.7% |
| 5Y | +1,092.8% | +246.8% | +846.0% | +741.3% |
| All | +3,476.8% | +179.3% | +3,297.5% | +2,502.4% |
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 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