+2,811.2%
ETR vs SM
+1,436.3%
+1,375.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.2% | -5.2% | -0.4% |
| 7D | +1.5% | +10.6% | -9.1% | +0.8% |
| 30D | +6.6% | -15.0% | +21.6% | +7.6% |
| 3M | +4.4% | +1.7% | +2.7% | +4.0% |
| 6M | -0.3% | +5.9% | -6.1% | -1.3% |
| YTD | +23.3% | +79.0% | -55.7% | +17.5% |
| 1Y | +18.9% | +84.7% | -65.8% | +12.9% |
| 3Y | +155.5% | -3.5% | +158.9% | +149.7% |
| 5Y | +159.9% | +4.9% | +155.0% | +147.8% |
| 10Y | +377.6% | +17.7% | +359.9% | +281.9% |
| All | +2,811.2% | +1,436.3% | +1,375.0% | +1,677.7% |
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