+125.2%
ETR vs SM
+111.2%
+13.9%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.6% | -2.4% | +1.0% |
| 7D | +1.4% | -0.2% | +1.6% | +1.4% |
| 30D | +1.9% | +31.5% | -29.7% | +0.4% |
| 3M | +1.0% | +17.3% | -16.4% | 0.0% |
| 6M | +4.8% | +48.5% | -43.7% | +2.2% |
| YTD | +19.5% | +106.3% | -86.7% | +14.0% |
| 1Y | +28.1% | +47.3% | -19.2% | +24.5% |
| 3Y | +151.1% | -1.4% | +152.6% | +146.3% |
| 5Y | +125.2% | +114.0% | +11.1% | +121.8% |
| All | +125.2% | +111.2% | +13.9% | +121.8% |
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