+963.2%
ETD vs SPY
+2,997.1%
-2,033.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.4% | +3.2% | +3.2% |
| 7D | +9.1% | +0.1% | +9.0% | +8.9% |
| 30D | +9.0% | +0.1% | +9.0% | +8.9% |
| 3M | +26.5% | +2.0% | +24.6% | +23.5% |
| 6M | +18.2% | +13.0% | +5.2% | +3.5% |
| YTD | +19.5% | +13.5% | +5.9% | +4.1% |
| 1Y | -8.2% | +20.0% | -28.2% | -24.5% |
| 3Y | -0.3% | +77.2% | -77.5% | -45.6% |
| 5Y | +50.3% | +81.9% | -31.5% | -20.5% |
| 10Y | +43.8% | +314.1% | -270.2% | -69.0% |
| All | +963.2% | +2,997.1% | -2,033.9% | -59.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling