+157.3%
ETR vs SM
-10.9%
+168.2%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.4% | -1.5% | -0.1% |
| 7D | +2.6% | -19.5% | +22.1% | +3.6% |
| 30D | +8.7% | -20.2% | +28.9% | +9.8% |
| 3M | +6.4% | -6.5% | +12.9% | +6.4% |
| 6M | +0.7% | +1.6% | -0.9% | 0.0% |
| YTD | +23.0% | +61.2% | -38.2% | +17.9% |
| 1Y | +17.9% | +65.4% | -47.5% | +12.7% |
| 3Y | +154.9% | -13.0% | +168.0% | +150.1% |
| 5Y | +157.3% | -4.3% | +161.5% | +152.2% |
| All | +157.3% | -10.9% | +168.2% | +152.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling