+251.2%
ET vs SFM
+132.6%
+118.6%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.9% | -2.6% | 0.0% |
| 7D | +0.9% | -0.1% | +1.0% | +0.9% |
| 30D | +7.5% | -4.4% | +11.8% | +7.9% |
| 3M | +11.4% | +1.5% | +9.9% | +10.9% |
| 6M | +18.5% | +6.5% | +12.1% | +16.9% |
| YTD | +37.4% | +2.2% | +35.2% | +36.0% |
| 1Y | +30.9% | -41.9% | +72.8% | +37.7% |
| 3Y | +98.7% | +106.8% | -8.0% | +79.2% |
| 5Y | +230.7% | +231.6% | -0.9% | +177.8% |
| 10Y | +175.6% | +258.4% | -82.8% | +122.3% |
| All | +251.2% | +132.6% | +118.6% | +190.0% |
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