+151.1%
ETR vs SFM
+96.9%
+54.3%
-10.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -6.5% | +7.7% | +1.8% |
| 7D | +1.4% | -5.8% | +7.2% | +2.0% |
| 30D | +1.9% | -11.4% | +13.2% | +3.1% |
| 3M | +1.0% | -12.2% | +13.2% | +2.1% |
| 6M | +4.8% | -5.2% | +10.0% | +4.7% |
| YTD | +19.5% | -4.5% | +24.0% | +19.1% |
| 1Y | +28.1% | -45.4% | +73.5% | +38.6% |
| 3Y | +151.1% | +91.1% | +60.1% | +128.5% |
| All | +151.1% | +96.9% | +54.3% | +128.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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