+176.1%
ET vs SFM
+268.6%
-92.5%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.5% | +0.4% |
| 7D | +1.4% | -8.8% | +10.1% | +2.3% |
| 30D | +4.6% | -14.5% | +19.0% | +6.2% |
| 3M | +16.0% | -16.8% | +32.9% | +18.0% |
| 6M | +22.8% | -5.3% | +28.2% | +22.7% |
| YTD | +38.9% | -9.4% | +48.2% | +39.2% |
| 1Y | +34.1% | -46.2% | +80.2% | +41.8% |
| 3Y | +98.8% | +81.3% | +17.5% | +83.3% |
| 5Y | +246.8% | +211.9% | +35.0% | +197.3% |
| All | +176.1% | +268.6% | -92.5% | +124.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 10y: compounded portfolio wealth divided by compounded SFM 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…
10y analysis · Full analysis span regression · 6 months rolling