+595.7%
ETG vs SPY
+905.8%
-310.1%
-74.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.4% |
| 7D | +1.0% | +2.6% | -1.6% | -1.5% |
| 30D | 0.0% | -2.0% | +1.9% | +1.9% |
| 3M | -5.5% | -2.8% | -2.7% | -2.9% |
| 6M | +2.4% | +2.1% | +0.3% | +0.3% |
| YTD | +4.3% | +11.5% | -7.1% | -6.0% |
| 1Y | +10.5% | +13.5% | -2.9% | -2.0% |
| 3Y | +85.0% | +77.7% | +7.3% | +5.6% |
| 5Y | +47.6% | +72.6% | -25.0% | -13.1% |
| 10Y | +248.0% | +308.2% | -60.1% | -10.8% |
| All | +595.7% | +905.8% | -310.1% | -17.9% |
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