+238.2%
ET vs SM
+111.2%
+127.0%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.6% | -3.6% | -0.9% |
| 7D | +0.4% | -0.2% | +0.6% | +0.4% |
| 30D | +6.9% | +31.5% | -24.7% | -0.7% |
| 3M | +13.1% | +17.3% | -4.3% | +7.6% |
| 6M | +18.7% | +48.5% | -29.8% | +5.1% |
| YTD | +37.4% | +106.3% | -68.8% | +10.7% |
| 1Y | +34.8% | +47.3% | -12.5% | +18.1% |
| 3Y | +96.8% | -1.4% | +98.2% | +83.4% |
| 5Y | +238.2% | +114.0% | +124.2% | +135.9% |
| All | +238.2% | +111.2% | +127.0% | +135.9% |
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