+242.4%
ET vs SITM
+4,437.5%
-4,195.1%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.3% | +0.9% |
| 7D | +0.6% | +3.7% | -3.1% | +0.3% |
| 30D | +5.3% | -14.5% | +19.8% | +6.7% |
| 3M | +15.6% | -10.6% | +26.2% | +15.4% |
| 6M | +20.6% | +65.5% | -44.9% | +11.2% |
| YTD | +38.5% | +67.0% | -28.5% | +26.7% |
| 1Y | +35.7% | +138.6% | -102.9% | +17.7% |
| 3Y | +98.4% | +421.8% | -323.5% | +49.2% |
| 5Y | +245.3% | +172.4% | +72.9% | +159.8% |
| All | +242.4% | +4,437.5% | -4,195.1% | +51.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling