+1,376.8%
STX vs ET
+97.4%
+1,279.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.8% | -2.8% | -2.3% |
| 7D | +9.6% | +0.6% | +8.9% | +9.3% |
| 30D | +10.6% | +5.3% | +5.3% | +8.6% |
| 3M | +4.8% | +15.6% | -10.9% | -1.0% |
| 6M | +137.3% | +20.6% | +116.6% | +118.9% |
| YTD | +222.5% | +38.5% | +184.0% | +178.2% |
| 1Y | +366.2% | +35.7% | +330.5% | +305.1% |
| All | +1,376.8% | +97.4% | +1,279.5% | +1,102.6% |
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