+132.1%
ETR vs SITM
+4,437.5%
-4,305.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.3% | -1.2% |
| 7D | +0.4% | +3.7% | -3.3% | +0.2% |
| 30D | +2.0% | -14.5% | +16.6% | +2.8% |
| 3M | -1.7% | -10.6% | +8.9% | -1.7% |
| 6M | +3.6% | +65.5% | -62.0% | -0.5% |
| YTD | +18.0% | +67.0% | -49.0% | +12.9% |
| 1Y | +26.2% | +138.6% | -112.4% | +17.8% |
| 3Y | +148.0% | +421.8% | -273.8% | +113.6% |
| 5Y | +126.1% | +172.4% | -46.4% | +92.1% |
| All | +132.1% | +4,437.5% | -4,305.4% | +26.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling