+238.2%
ET vs SPY
+81.8%
+156.5%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.6% | +0.4% |
| 7D | +0.4% | +0.5% | -0.1% | +0.1% |
| 30D | +6.9% | -0.9% | +7.8% | +7.5% |
| 3M | +13.1% | +3.9% | +9.2% | +10.0% |
| 6M | +18.7% | +14.5% | +4.2% | +7.8% |
| YTD | +37.4% | +12.9% | +24.5% | +25.8% |
| 1Y | +34.8% | +19.4% | +15.5% | +18.4% |
| 3Y | +96.8% | +78.5% | +18.3% | +30.3% |
| 5Y | +238.2% | +81.8% | +156.5% | +115.3% |
| All | +238.2% | +81.8% | +156.5% | +115.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling