+83.6%
ET vs SFM
+23.1%
+60.5%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | -0.1% | +0.8% |
| 7D | -4.4% | -10.2% | +5.8% | -3.7% |
| 30D | -4.8% | -23.9% | +19.1% | -2.9% |
| 3M | -3.4% | -42.3% | +38.8% | +1.2% |
| 6M | +2.2% | -40.1% | +42.3% | +6.3% |
| YTD | +24.2% | -37.8% | +62.0% | +28.2% |
| 1Y | +24.5% | -37.1% | +61.6% | +28.2% |
| 3Y | +83.6% | +21.5% | +62.1% | +78.7% |
| All | +83.6% | +23.1% | +60.5% | +78.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling