+142.7%
ETR vs SN
+671.3%
-528.5%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.8% | -2.9% | -0.2% |
| 7D | +1.2% | +1.5% | -0.4% | +1.1% |
| 30D | +7.0% | +21.5% | -14.5% | +6.3% |
| 3M | +4.6% | +20.0% | -15.4% | +3.9% |
| 6M | +0.1% | +119.9% | -119.8% | -3.0% |
| YTD | +23.2% | +102.3% | -79.1% | +19.6% |
| 1Y | +20.6% | +148.0% | -127.4% | +16.3% |
| 3Y | +156.3% | +450.0% | -293.7% | +130.0% |
| All | +142.7% | +671.3% | -528.5% | +117.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 10y: compounded portfolio wealth divided by compounded SN 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…
10y analysis · Full analysis span regression · 6 months rolling