+16.5%
ET vs SUNB
-4.1%
+20.5%
-8.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.0% | +0.1% |
| 7D | +0.4% | +3.4% | -2.9% | +0.5% |
| 30D | +6.9% | -14.5% | +21.4% | +6.2% |
| 3M | +13.1% | -13.8% | +26.9% | +12.5% |
| 6M | +18.7% | -5.9% | +24.6% | +18.3% |
| All | +16.5% | -4.1% | +20.5% | +16.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SUNB.
Daily Out/Under-Performance
Portfolio return minus SUNB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUNB 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 SUNB 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