+1,462.3%
ET vs SNY
+119.3%
+1,343.1%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.9% |
| 7D | +0.2% | -3.3% | +3.6% | +1.3% |
| 30D | +2.9% | -2.2% | +5.0% | +3.5% |
| 3M | +16.8% | -3.0% | +19.8% | +17.7% |
| 6M | +18.9% | +2.7% | +16.1% | +17.2% |
| YTD | +37.7% | -6.8% | +44.5% | +39.8% |
| 1Y | +32.4% | -5.3% | +37.7% | +33.2% |
| 3Y | +99.5% | -9.8% | +109.3% | +97.5% |
| 5Y | +244.0% | +9.7% | +234.3% | +210.0% |
| 10Y | +172.1% | +64.5% | +107.6% | +107.5% |
| All | +1,462.3% | +119.3% | +1,343.1% | +761.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling