+2,722.3%
ETR vs SM
+1,670.2%
+1,052.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.6% | -2.4% | +0.9% |
| 7D | +1.4% | -0.2% | +1.6% | +1.4% |
| 30D | +1.9% | +31.5% | -29.7% | 0.0% |
| 3M | +1.0% | +17.3% | -16.4% | -0.3% |
| 6M | +4.8% | +48.5% | -43.7% | +1.6% |
| YTD | +19.5% | +106.3% | -86.7% | +13.2% |
| 1Y | +28.1% | +47.3% | -19.2% | +23.7% |
| 3Y | +151.1% | -1.4% | +152.6% | +145.7% |
| 5Y | +125.2% | +114.0% | +11.1% | +104.8% |
| 10Y | +291.1% | +12.5% | +278.6% | +215.3% |
| All | +2,722.3% | +1,670.2% | +1,052.1% | +1,612.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling