+1,459.4%
ET vs SPYG
+1,120.5%
+338.9%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.4% |
| 7D | +0.4% | +1.2% | -0.8% | -0.5% |
| 30D | +6.9% | -1.6% | +8.4% | +8.0% |
| 3M | +13.1% | +3.4% | +9.7% | +9.3% |
| 6M | +18.7% | +18.9% | -0.2% | +1.7% |
| YTD | +37.4% | +13.8% | +23.7% | +21.6% |
| 1Y | +34.8% | +20.6% | +14.2% | +13.3% |
| 3Y | +96.8% | +100.5% | -3.7% | +6.6% |
| 5Y | +238.2% | +84.6% | +153.6% | +89.0% |
| 10Y | +159.4% | +410.8% | -251.4% | -43.3% |
| All | +1,459.4% | +1,120.5% | +338.9% | +54.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling