+157.3%
ETR vs SFM
+100.9%
+56.3%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.4% | +0.1% |
| 7D | +2.6% | -6.9% | +9.5% | +3.4% |
| 30D | +8.7% | -25.0% | +33.6% | +11.9% |
| 3M | +6.4% | -42.7% | +49.1% | +13.5% |
| 6M | +0.7% | -41.0% | +41.7% | +6.6% |
| YTD | +23.0% | -38.7% | +61.7% | +28.8% |
| 1Y | +17.9% | -38.1% | +56.0% | +23.1% |
| 3Y | +154.9% | +19.3% | +135.6% | +130.2% |
| 5Y | +157.3% | +103.1% | +54.2% | +91.2% |
| All | +157.3% | +100.9% | +56.3% | +91.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling