+161.3%
ET vs SFM
+140.8%
+20.6%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.5% | -3.4% | -0.2% |
| 7D | +1.8% | -7.1% | +8.8% | +2.4% |
| 30D | -3.0% | -21.4% | +18.4% | -1.2% |
| 3M | -4.7% | -40.1% | +35.4% | -0.3% |
| 6M | +2.7% | -38.0% | +40.7% | +6.7% |
| YTD | +26.5% | -36.5% | +63.1% | +30.6% |
| 1Y | +25.0% | -35.2% | +60.1% | +28.6% |
| 3Y | +85.4% | +23.5% | +61.9% | +76.8% |
| 5Y | +215.5% | +109.7% | +105.8% | +180.3% |
| 10Y | +161.3% | +132.6% | +28.8% | +130.3% |
| All | +161.3% | +140.8% | +20.6% | +130.3% |
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