+325.3%
STX vs ET
+33.4%
+291.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.8% | -2.9% | -4.0% |
| 7D | -2.3% | +0.2% | -2.5% | -2.2% |
| 30D | -5.5% | +2.9% | -8.3% | -4.5% |
| 3M | -4.3% | +16.8% | -21.1% | +0.9% |
| 6M | +115.6% | +18.9% | +96.7% | +126.4% |
| YTD | +202.2% | +37.7% | +164.5% | +232.0% |
| 1Y | +325.3% | +32.4% | +292.9% | +323.3% |
| All | +325.3% | +33.4% | +291.9% | +323.3% |
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 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