+4,205.0%
STX vs ET
+1,310.3%
+2,894.7%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.1% | -3.0% | -3.1% |
| 7D | +14.6% | +2.5% | +12.1% | +13.8% |
| 30D | -26.0% | -2.5% | -23.5% | -25.3% |
| 3M | -42.6% | -4.9% | -37.8% | -41.8% |
| 6M | -35.3% | -0.1% | -35.2% | -35.5% |
| YTD | +92.5% | +26.2% | +66.2% | +78.8% |
| 1Y | +102.4% | +25.2% | +77.2% | +88.3% |
| 3Y | +673.8% | +84.2% | +589.6% | +543.3% |
| 5Y | +463.1% | +216.1% | +247.0% | +298.7% |
| 10Y | +2,014.6% | +160.7% | +1,853.9% | +1,355.0% |
| All | +4,205.0% | +1,310.3% | +2,894.7% | +1,018.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling