+1,090.7%
ET vs SPXU
-100.0%
+1,190.7%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | +0.7% |
| 7D | +0.9% | -0.1% | +1.0% | +0.9% |
| 30D | +7.5% | +0.8% | +6.6% | +7.8% |
| 3M | +11.4% | -4.7% | +16.1% | +10.1% |
| 6M | +18.5% | -29.6% | +48.2% | +6.9% |
| YTD | +37.4% | -29.9% | +67.3% | +24.0% |
| 1Y | +30.9% | -39.1% | +70.0% | +13.6% |
| 3Y | +98.7% | -80.0% | +178.7% | +31.5% |
| 5Y | +230.7% | -86.0% | +316.8% | +121.7% |
| 10Y | +175.6% | -99.5% | +275.1% | -14.6% |
| All | +1,090.7% | -100.0% | +1,190.7% | +80.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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