-6.4%
ETD vs SPY
+12.1%
-18.4%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.0% |
| 7D | -12.8% | +2.6% | -15.4% | -13.8% |
| 30D | -12.8% | -2.0% | -10.8% | -12.0% |
| 3M | -13.0% | -2.8% | -10.2% | -11.9% |
| 6M | +9.6% | +2.1% | +7.5% | +8.0% |
| YTD | -7.0% | +11.5% | -18.5% | -13.5% |
| 1Y | -6.4% | +13.5% | -19.8% | -14.3% |
| All | -6.4% | +12.1% | -18.4% | -14.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling