+1,907.8%
STX vs ETR
+373.3%
+1,534.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.9% |
| 7D | -17.3% | +2.6% | -19.8% | -18.0% |
| 30D | -35.9% | +8.7% | -44.6% | -37.9% |
| 3M | -37.3% | +6.4% | -43.7% | -38.8% |
| 6M | -35.8% | +0.7% | -36.5% | -36.4% |
| YTD | +82.7% | +23.0% | +59.7% | +67.8% |
| 1Y | +71.6% | +17.9% | +53.7% | +60.3% |
| 3Y | +635.3% | +154.9% | +480.3% | +412.0% |
| 5Y | +483.8% | +157.3% | +326.5% | +300.4% |
| All | +1,907.8% | +373.3% | +1,534.5% | +1,073.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 10y: compounded portfolio wealth divided by compounded ETR 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…
10y analysis · Full analysis span regression · 6 months rolling