+132.6%
ETR vs SN
+476.8%
-344.2%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.3% | +2.1% | -1.1% |
| 7D | +0.4% | -3.4% | +3.8% | +0.5% |
| 30D | +2.0% | -9.1% | +11.1% | +2.4% |
| 3M | -1.7% | +31.8% | -33.5% | -2.8% |
| 6M | +3.6% | +52.0% | -48.4% | +1.7% |
| YTD | +18.0% | +51.3% | -33.2% | +15.9% |
| 1Y | +26.2% | +46.9% | -20.6% | +24.0% |
| 3Y | +148.0% | +394.9% | -246.9% | +123.2% |
| All | +132.6% | +476.8% | -344.2% | +110.5% |
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