+435.2%
ETR vs SFM
+132.6%
+302.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.9% | -3.3% | -0.8% |
| 7D | +1.4% | -0.1% | +1.5% | +1.4% |
| 30D | +1.0% | -4.4% | +5.4% | +1.4% |
| 3M | -1.3% | +1.5% | -2.8% | -1.7% |
| 6M | +1.9% | +6.5% | -4.6% | +0.6% |
| YTD | +18.2% | +2.2% | +16.0% | +17.0% |
| 1Y | +24.7% | -41.9% | +66.6% | +30.8% |
| 3Y | +150.7% | +106.8% | +43.9% | +127.8% |
| 5Y | +127.0% | +231.6% | -104.5% | +94.9% |
| 10Y | +295.5% | +258.4% | +37.0% | +229.8% |
| All | +435.2% | +132.6% | +302.6% | +349.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling