+172.7%
ETJ vs SPY
+629.5%
-456.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.5% | -0.7% |
| 7D | -0.8% | -0.4% | -0.5% | -0.6% |
| 30D | -1.2% | -1.4% | +0.1% | -0.4% |
| 3M | +2.8% | +3.7% | -0.9% | +0.4% |
| 6M | +2.6% | +13.0% | -10.4% | -5.0% |
| YTD | +0.6% | +12.4% | -11.8% | -6.6% |
| 1Y | +0.5% | +18.5% | -18.0% | -9.7% |
| 3Y | +36.9% | +77.6% | -40.8% | -5.0% |
| 5Y | +19.4% | +81.7% | -62.3% | -18.9% |
| 10Y | +121.4% | +319.7% | -198.3% | -7.8% |
| All | +172.7% | +629.5% | -456.8% | -22.5% |
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