+163.1%
ET vs SFM
+140.2%
+23.0%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -0.2% |
| 7D | +2.5% | +6.0% | -3.5% | +2.0% |
| 30D | -2.5% | -19.5% | +17.0% | -0.9% |
| 3M | -4.9% | -37.0% | +32.2% | -1.0% |
| 6M | -0.1% | -41.0% | +40.9% | +4.4% |
| YTD | +26.2% | -34.6% | +60.9% | +30.0% |
| 1Y | +25.2% | -36.3% | +61.4% | +29.2% |
| 3Y | +84.2% | +24.5% | +59.6% | +75.5% |
| 5Y | +216.1% | +115.9% | +100.2% | +179.9% |
| All | +163.1% | +140.2% | +23.0% | +133.5% |
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