+173.8%
ET vs SPYG
+424.6%
-250.8%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -1.4% |
| 7D | +0.2% | -0.9% | +1.1% | +0.8% |
| 30D | +2.9% | -1.5% | +4.4% | +3.8% |
| 3M | +16.8% | +3.7% | +13.1% | +13.3% |
| 6M | +18.9% | +16.4% | +2.5% | +5.9% |
| YTD | +37.7% | +13.3% | +24.4% | +24.6% |
| 1Y | +32.4% | +17.9% | +14.6% | +16.2% |
| 3Y | +99.5% | +98.3% | +1.1% | +18.6% |
| 5Y | +244.0% | +86.4% | +157.5% | +108.4% |
| All | +173.8% | +424.6% | -250.8% | -46.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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