+176.1%
ET vs SPY
+318.9%
-142.8%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.8% |
| 7D | +1.4% | -2.0% | +3.3% | +3.2% |
| 30D | +4.6% | -1.7% | +6.2% | +6.0% |
| 3M | +16.0% | +4.7% | +11.3% | +10.8% |
| 6M | +22.8% | +12.5% | +10.3% | +9.3% |
| YTD | +38.9% | +11.7% | +27.1% | +24.0% |
| 1Y | +34.1% | +17.5% | +16.6% | +14.0% |
| 3Y | +98.8% | +76.6% | +22.3% | +13.6% |
| 5Y | +246.8% | +82.0% | +164.8% | +88.5% |
| All | +176.1% | +318.9% | -142.8% | -51.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 10y: compounded portfolio wealth divided by compounded SPY 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…
10y analysis · Full analysis span regression · 6 months rolling