+13.3%
ETD vs SPY
+74.0%
-60.7%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.4% | -3.2% | -3.2% |
| 7D | -14.4% | +3.3% | -17.7% | -16.8% |
| 30D | -13.3% | -2.7% | -10.6% | -11.3% |
| 3M | -10.8% | -1.7% | -9.1% | -9.6% |
| 6M | +10.6% | +3.1% | +7.5% | +7.0% |
| YTD | -5.9% | +11.9% | -17.8% | -15.7% |
| 1Y | -5.9% | +12.0% | -17.9% | -15.8% |
| 3Y | -4.6% | +78.2% | -82.8% | -44.8% |
| 5Y | +13.3% | +73.2% | -59.9% | -31.1% |
| All | +13.3% | +74.0% | -60.7% | -31.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling