+457.9%
ETR vs SFM
+48.8%
+409.2%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.5% | -0.2% |
| 7D | +1.2% | +6.0% | -4.9% | +0.6% |
| 30D | +7.0% | -19.5% | +26.5% | +8.8% |
| 3M | +4.6% | -37.0% | +41.6% | +9.0% |
| 6M | +0.1% | -41.0% | +41.1% | +4.8% |
| YTD | +23.2% | -34.6% | +57.8% | +26.9% |
| 1Y | +20.6% | -36.3% | +56.8% | +24.5% |
| 3Y | +156.3% | +24.5% | +131.7% | +144.1% |
| 5Y | +159.6% | +115.9% | +43.8% | +131.8% |
| 10Y | +377.1% | +139.5% | +237.6% | +313.9% |
| All | +457.9% | +48.8% | +409.2% | +388.1% |
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