+128.3%
ETR vs SITM
+170.3%
-42.1%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.3% | -1.2% |
| 7D | +0.4% | +3.7% | -3.3% | +0.3% |
| 30D | +2.0% | -14.5% | +16.6% | +2.3% |
| 3M | -1.7% | -10.6% | +8.9% | -1.7% |
| 6M | +3.6% | +65.5% | -62.0% | +1.9% |
| YTD | +18.0% | +67.0% | -49.0% | +16.0% |
| 1Y | +26.2% | +138.6% | -112.4% | +22.9% |
| 3Y | +148.0% | +421.8% | -273.8% | +136.6% |
| All | +128.3% | +170.3% | -42.1% | +114.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling