+30.9%
ET vs SITM
+174.8%
-143.8%
-8.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +6.5% | -6.3% | +0.3% |
| 7D | +0.9% | +9.7% | -8.8% | +1.0% |
| 30D | +7.5% | +12.7% | -5.2% | +7.5% |
| 3M | +11.4% | -13.4% | +24.8% | +11.2% |
| 6M | +18.5% | +59.6% | -41.1% | +18.9% |
| YTD | +37.4% | +73.3% | -35.9% | +38.0% |
| 1Y | +30.9% | +165.5% | -134.6% | +32.6% |
| All | +30.9% | +174.8% | -143.8% | +32.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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