+26.4%
ET vs SNY
+2.7%
+23.7%
-10.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +4.7% | -8.2% | -3.1% |
| 7D | -6.0% | +12.4% | -18.4% | -5.3% |
| 30D | -6.1% | +20.1% | -26.2% | -5.1% |
| 3M | -2.7% | +11.2% | -13.9% | -1.7% |
| 6M | +0.2% | +9.5% | -9.3% | +1.2% |
| YTD | +24.3% | +3.4% | +21.0% | +25.0% |
| 1Y | +26.4% | +2.0% | +24.4% | +27.0% |
| All | +26.4% | +2.7% | +23.7% | +27.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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