+1,144.9%
STX vs ETR
+129.9%
+1,014.9%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +1.2% | +5.3% | +6.1% |
| 7D | +10.7% | +1.4% | +9.3% | +10.2% |
| 30D | +11.3% | +1.9% | +9.4% | +10.6% |
| 3M | +3.2% | +1.0% | +2.2% | +2.6% |
| 6M | +157.0% | +4.8% | +152.1% | +151.0% |
| YTD | +229.2% | +19.5% | +209.7% | +207.2% |
| 1Y | +381.8% | +28.1% | +353.7% | +340.6% |
| 3Y | +1,383.2% | +151.1% | +1,232.0% | +1,000.7% |
| 5Y | +1,144.9% | +125.2% | +1,019.7% | +788.7% |
| All | +1,144.9% | +129.9% | +1,014.9% | +788.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling