+708.1%
STX vs ETR
+155.6%
+552.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | +0.3% | +9.7% | +9.9% |
| 7D | -1.0% | +0.1% | -1.0% | -0.9% |
| 30D | -26.8% | +7.7% | -34.4% | -28.3% |
| 3M | -32.7% | +5.7% | -38.4% | -33.7% |
| 6M | -33.7% | -0.3% | -33.5% | -33.8% |
| YTD | +101.0% | +23.4% | +77.6% | +85.9% |
| 1Y | +92.7% | +18.5% | +74.2% | +80.6% |
| All | +708.1% | +155.6% | +552.6% | +566.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling