+35.7%
ET vs SFM
-47.5%
+83.2%
-8.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.9% | +4.7% | +0.9% |
| 7D | +0.6% | -7.2% | +7.8% | +0.9% |
| 30D | +5.3% | -14.3% | +19.6% | +5.9% |
| 3M | +15.6% | -13.7% | +29.4% | +16.2% |
| 6M | +20.6% | -6.0% | +26.6% | +20.5% |
| YTD | +38.5% | -8.2% | +46.8% | +38.5% |
| 1Y | +35.7% | -46.2% | +82.0% | +34.6% |
| All | +35.7% | -47.5% | +83.2% | +34.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling