+1,334.3%
ET vs SPY
+764.9%
+569.3%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.1% | +2.1% |
| 7D | -1.9% | -0.6% | -1.3% | -1.6% |
| 30D | -3.1% | -3.7% | +0.6% | -0.1% |
| 3M | -3.9% | -2.7% | -1.2% | -2.0% |
| 6M | +4.0% | +2.2% | +1.8% | +1.1% |
| YTD | +26.4% | +10.8% | +15.6% | +13.4% |
| 1Y | +24.9% | +11.2% | +13.7% | +11.5% |
| 3Y | +85.2% | +76.5% | +8.7% | +7.6% |
| 5Y | +218.3% | +72.9% | +145.4% | +85.3% |
| 10Y | +172.0% | +304.8% | -132.9% | -25.8% |
| All | +1,334.3% | +764.9% | +569.3% | +101.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling