+504.0%
STX vs ETR
+158.0%
+346.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -28.6% |
| 3M | -32.7% | +5.7% | -38.4% | -34.0% |
| 6M | -33.7% | -0.3% | -33.5% | -34.0% |
| YTD | +101.0% | +23.4% | +77.6% | +84.7% |
| 1Y | +92.7% | +18.5% | +74.2% | +79.8% |
| 3Y | +708.7% | +155.6% | +553.1% | +480.8% |
| 5Y | +504.0% | +158.7% | +345.3% | +329.2% |
| All | +504.0% | +158.0% | +346.0% | +329.2% |
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