+1,458.7%
ET vs SPY
+786.1%
+672.6%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.6% |
| 7D | +0.9% | +0.1% | +0.8% | +0.8% |
| 30D | +7.5% | +0.1% | +7.4% | +7.3% |
| 3M | +11.4% | +2.0% | +9.4% | +8.9% |
| 6M | +18.5% | +13.0% | +5.5% | +5.1% |
| YTD | +37.4% | +13.5% | +23.8% | +21.1% |
| 1Y | +30.9% | +20.0% | +11.0% | +9.5% |
| 3Y | +98.7% | +77.2% | +21.5% | +15.4% |
| 5Y | +230.7% | +81.9% | +148.8% | +84.3% |
| 10Y | +175.6% | +314.1% | -138.5% | -25.8% |
| All | +1,458.7% | +786.1% | +672.6% | +114.7% |
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