+302.3%
ETR vs SM
+16.0%
+286.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.6% | -1.8% | -1.3% |
| 7D | +0.4% | -0.2% | +0.6% | +0.4% |
| 30D | +2.0% | +20.3% | -18.2% | +1.4% |
| 3M | -1.7% | +22.9% | -24.6% | -2.5% |
| 6M | +3.6% | +47.8% | -44.3% | +1.8% |
| YTD | +18.0% | +107.5% | -89.4% | +14.5% |
| 1Y | +26.2% | +51.7% | -25.5% | +23.7% |
| 3Y | +148.0% | -0.9% | +148.9% | +144.9% |
| 5Y | +126.1% | +112.2% | +13.8% | +116.0% |
| 10Y | +302.3% | +20.3% | +281.9% | +231.0% |
| All | +302.3% | +16.0% | +286.3% | +231.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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