+96.8%
ET vs SFM
+96.9%
-0.1%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.5% | +6.5% | +0.7% |
| 7D | +0.4% | -5.8% | +6.2% | +1.0% |
| 30D | +6.9% | -11.4% | +18.2% | +8.2% |
| 3M | +13.1% | -12.2% | +25.3% | +14.4% |
| 6M | +18.7% | -5.2% | +23.9% | +18.6% |
| YTD | +37.4% | -4.5% | +41.9% | +37.0% |
| 1Y | +34.8% | -45.4% | +80.2% | +45.6% |
| 3Y | +96.8% | +91.1% | +5.7% | +77.4% |
| All | +96.8% | +96.9% | -0.1% | +77.4% |
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