+627.2%
ETG vs SPY
+924.4%
-297.2%
-74.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.5% |
| 7D | -1.3% | +0.1% | -1.4% | -1.4% |
| 30D | +0.3% | +0.1% | +0.3% | +0.3% |
| 3M | +5.5% | +2.0% | +3.5% | +3.5% |
| 6M | +10.9% | +13.0% | -2.1% | -1.4% |
| YTD | +9.1% | +13.5% | -4.5% | -3.5% |
| 1Y | +23.4% | +20.0% | +3.4% | +3.6% |
| 3Y | +80.6% | +77.2% | +3.5% | +3.5% |
| 5Y | +57.4% | +81.9% | -24.5% | -12.0% |
| 10Y | +240.7% | +314.1% | -73.3% | -14.0% |
| All | +627.2% | +924.4% | -297.2% | -15.7% |
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