+128.1%
ETR vs SITM
+4,789.7%
-4,661.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.5% | -5.9% | -0.7% |
| 7D | -1.8% | +3.9% | -5.7% | -2.0% |
| 30D | -1.8% | -6.6% | +4.8% | -1.5% |
| 3M | -3.6% | -11.9% | +8.3% | -3.5% |
| 6M | +2.6% | +81.1% | -78.5% | -2.0% |
| YTD | +16.0% | +80.0% | -64.0% | +10.6% |
| 1Y | +20.1% | +145.8% | -125.7% | +11.9% |
| 3Y | +143.6% | +475.9% | -332.3% | +108.6% |
| 5Y | +124.4% | +189.2% | -64.9% | +90.2% |
| All | +128.1% | +4,789.7% | -4,661.6% | +23.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 10y: compounded portfolio wealth divided by compounded SITM 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…
10y analysis · Full analysis span regression · 6 months rolling