+201.0%
ET vs SM
-11.5%
+212.5%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.6% | +0.1% |
| 7D | -7.9% | -25.9% | +18.0% | -0.9% |
| 30D | -5.9% | -15.1% | +9.2% | -2.3% |
| 3M | -5.2% | +4.9% | -10.1% | -7.3% |
| 6M | +0.3% | +6.1% | -5.9% | -3.2% |
| YTD | +23.1% | +63.4% | -40.3% | +4.3% |
| 1Y | +22.7% | +72.5% | -49.7% | +2.2% |
| 3Y | +75.4% | -16.9% | +92.3% | +69.6% |
| All | +201.0% | -11.5% | +212.5% | +171.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling