-40.6%
ETOR vs SPY
+33.1%
-73.7%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.5% | -4.3% | -3.9% |
| 7D | -2.9% | +0.5% | -3.4% | -3.8% |
| 30D | -12.3% | -0.9% | -11.4% | -10.7% |
| 3M | -21.0% | +3.9% | -24.9% | -25.9% |
| 6M | -2.9% | +14.5% | -17.4% | -23.9% |
| YTD | -12.1% | +12.9% | -25.0% | -29.0% |
| 1Y | -32.8% | +19.4% | -52.1% | -50.4% |
| All | -40.6% | +33.1% | -73.7% | -62.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling