+30.9%
ET vs SM
+36.8%
-5.8%
-8.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.1% | +3.4% | +0.7% |
| 7D | +0.9% | -0.5% | +1.4% | +0.9% |
| 30D | +7.5% | +25.6% | -18.1% | +3.8% |
| 3M | +11.4% | +8.0% | +3.4% | +9.4% |
| 6M | +18.5% | +50.8% | -32.3% | +11.4% |
| YTD | +37.4% | +97.9% | -60.5% | +24.7% |
| 1Y | +30.9% | +33.8% | -2.9% | +25.3% |
| All | +30.9% | +36.8% | -5.8% | +25.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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