+99.5%
ET vs SITM
+452.7%
-353.2%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.5% | -6.4% | -1.2% |
| 7D | +0.2% | +3.9% | -3.6% | 0.0% |
| 30D | +2.9% | -6.6% | +9.5% | +3.2% |
| 3M | +16.8% | -11.9% | +28.7% | +16.9% |
| 6M | +18.9% | +81.1% | -62.3% | +10.7% |
| YTD | +37.7% | +80.0% | -42.3% | +27.5% |
| 1Y | +32.4% | +145.8% | -113.4% | +17.3% |
| 3Y | +99.5% | +475.9% | -376.4% | +58.1% |
| All | +99.5% | +452.7% | -353.2% | +58.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling