+673.8%
STX vs ET
+84.2%
+589.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.1% | -3.0% | -3.0% |
| 7D | +14.6% | +2.5% | +12.1% | +13.5% |
| 30D | -26.0% | -2.5% | -23.5% | -25.1% |
| 3M | -42.6% | -4.9% | -37.8% | -41.5% |
| 6M | -35.3% | -0.1% | -35.2% | -35.3% |
| YTD | +92.5% | +26.2% | +66.2% | +71.0% |
| 1Y | +102.4% | +25.2% | +77.2% | +80.5% |
| 3Y | +673.8% | +84.2% | +589.6% | +537.5% |
| All | +673.8% | +84.2% | +589.6% | +537.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling