+1,334.3%
ET vs SM
-17.7%
+1,351.9%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.4% | +0.3% | +1.4% |
| 7D | -1.9% | -19.5% | +17.6% | +3.8% |
| 30D | -3.1% | -20.2% | +17.1% | +2.7% |
| 3M | -3.9% | -6.5% | +2.6% | -3.1% |
| 6M | +4.0% | +1.6% | +2.4% | +1.5% |
| YTD | +26.4% | +61.2% | -34.8% | +6.9% |
| 1Y | +24.9% | +65.4% | -40.5% | +4.5% |
| 3Y | +85.2% | -13.0% | +98.2% | +76.5% |
| 5Y | +218.3% | -4.3% | +222.6% | +177.3% |
| 10Y | +172.0% | +3.0% | +168.9% | +35.5% |
| All | +1,334.3% | -17.7% | +1,351.9% | +386.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling