+350.4%
STX vs ETR
+24.7%
+325.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.3% | -1.3% | -2.1% |
| 7D | +8.0% | -1.9% | +9.9% | +8.9% |
| 30D | +5.1% | -0.2% | +5.3% | +5.3% |
| 3M | +5.8% | -3.7% | +9.5% | +7.0% |
| 6M | +124.9% | +2.1% | +122.9% | +115.4% |
| YTD | +213.9% | +16.5% | +197.4% | +161.7% |
| 1Y | +350.4% | +22.5% | +327.9% | +281.7% |
| All | +350.4% | +24.7% | +325.7% | +281.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling