+16,011.1%
STX vs ETR
+1,104.6%
+14,906.5%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.5% | +6.8% | +6.5% |
| 7D | +2.4% | +1.4% | +0.9% | +1.7% |
| 30D | +1.4% | +1.0% | +0.4% | +0.9% |
| 3M | -8.2% | -1.3% | -7.0% | -8.1% |
| 6M | +127.0% | +1.9% | +125.1% | +123.5% |
| YTD | +209.1% | +18.2% | +191.0% | +185.5% |
| 1Y | +365.4% | +24.7% | +340.7% | +320.2% |
| 3Y | +1,135.4% | +150.7% | +984.7% | +706.7% |
| 5Y | +991.5% | +127.0% | +864.5% | +631.8% |
| 10Y | +3,695.8% | +295.5% | +3,400.4% | +1,763.4% |
| All | +16,011.1% | +1,104.6% | +14,906.5% | +4,448.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling