+223.1%
ET vs SFM
+39.6%
+183.5%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.4% | +3.2% | +1.9% |
| 7D | -1.9% | -6.9% | +5.0% | -1.2% |
| 30D | -3.1% | -25.0% | +21.9% | -0.7% |
| 3M | -3.9% | -42.7% | +38.8% | +1.3% |
| 6M | +4.0% | -41.0% | +45.0% | +8.9% |
| YTD | +26.4% | -38.7% | +65.1% | +31.3% |
| 1Y | +24.9% | -38.1% | +63.0% | +29.5% |
| 3Y | +85.2% | +19.3% | +65.8% | +76.1% |
| 5Y | +218.3% | +103.1% | +115.2% | +180.0% |
| 10Y | +172.0% | +131.1% | +40.9% | +128.8% |
| All | +223.1% | +39.6% | +183.5% | +180.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling