+2,812.3%
ETR vs SM
+1,360.8%
+1,451.5%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.6% | -5.3% | -0.1% |
| 7D | +0.1% | +0.3% | -0.2% | 0.0% |
| 30D | +7.7% | -17.3% | +25.0% | +8.8% |
| 3M | +5.7% | -3.6% | +9.3% | +5.6% |
| 6M | -0.3% | +2.9% | -3.2% | -1.1% |
| YTD | +23.4% | +70.2% | -46.8% | +17.9% |
| 1Y | +18.5% | +66.5% | -48.0% | +13.4% |
| 3Y | +155.6% | -8.2% | +163.8% | +150.6% |
| 5Y | +158.7% | -1.5% | +160.2% | +147.7% |
| 10Y | +377.8% | +11.9% | +365.9% | +283.3% |
| All | +2,812.3% | +1,360.8% | +1,451.5% | +1,684.2% |
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 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