+32.4%
ET vs SNY
-4.5%
+36.9%
-8.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.8% |
| 7D | +0.2% | -3.3% | +3.6% | +0.2% |
| 30D | +2.9% | -2.2% | +5.0% | +2.8% |
| 3M | +16.8% | -3.0% | +19.8% | +16.6% |
| 6M | +18.9% | +2.7% | +16.1% | +19.0% |
| YTD | +37.7% | -6.8% | +44.5% | +36.8% |
| 1Y | +32.4% | -5.3% | +37.7% | +31.6% |
| All | +32.4% | -4.5% | +36.9% | +31.6% |
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