+173.7%
ET vs SM
+16.0%
+157.8%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.6% |
| 7D | +0.6% | -0.2% | +0.9% | +0.7% |
| 30D | +5.3% | +20.3% | -15.0% | +0.4% |
| 3M | +15.6% | +22.9% | -7.3% | +9.0% |
| 6M | +20.6% | +47.8% | -27.2% | +7.6% |
| YTD | +38.5% | +107.5% | -68.9% | +12.9% |
| 1Y | +35.7% | +51.7% | -16.0% | +18.6% |
| 3Y | +98.4% | -0.9% | +99.2% | +85.2% |
| 5Y | +245.3% | +112.2% | +133.0% | +152.9% |
| 10Y | +173.7% | +20.3% | +153.4% | +37.6% |
| All | +173.7% | +16.0% | +157.8% | +37.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling