+6,815.1%
STX vs ET
+1,435.0%
+5,380.2%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.3% | +6.1% | +6.3% |
| 7D | +2.4% | +0.9% | +1.5% | +2.1% |
| 30D | +1.4% | +7.5% | -6.1% | -0.7% |
| 3M | -8.2% | +11.4% | -19.6% | -11.3% |
| 6M | +127.0% | +18.5% | +108.5% | +115.1% |
| YTD | +209.1% | +37.4% | +171.8% | +180.1% |
| 1Y | +365.4% | +30.9% | +334.5% | +327.0% |
| 3Y | +1,135.4% | +98.7% | +1,036.7% | +902.8% |
| 5Y | +991.5% | +230.7% | +760.8% | +660.9% |
| 10Y | +3,695.8% | +175.6% | +3,520.2% | +2,454.4% |
| All | +6,815.1% | +1,435.0% | +5,380.2% | +1,653.3% |
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 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