+3,343.4%
STX vs ETR
+296.9%
+3,046.6%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.4% | -3.4% | -3.6% |
| 7D | -2.3% | -1.8% | -0.4% | -1.5% |
| 30D | -5.5% | -1.8% | -3.7% | -4.8% |
| 3M | -4.3% | -3.6% | -0.7% | -3.2% |
| 6M | +115.6% | +2.6% | +113.0% | +112.2% |
| YTD | +202.2% | +16.0% | +186.2% | +184.3% |
| 1Y | +325.3% | +20.1% | +305.2% | +295.4% |
| 3Y | +1,283.9% | +143.6% | +1,140.3% | +883.3% |
| 5Y | +1,048.3% | +124.4% | +924.0% | +731.7% |
| All | +3,343.4% | +296.9% | +3,046.6% | +2,028.7% |
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