+20.1%
ETR vs SN
+38.1%
-18.0%
-10.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | -0.3% |
| 7D | -1.8% | -7.3% | +5.4% | -1.6% |
| 30D | -1.8% | -13.6% | +11.9% | -1.3% |
| 3M | -3.6% | +18.6% | -22.2% | -4.5% |
| 6M | +2.6% | +46.0% | -43.4% | +0.2% |
| YTD | +16.0% | +43.7% | -27.7% | +13.7% |
| 1Y | +20.1% | +39.2% | -19.0% | +17.5% |
| All | +20.1% | +38.1% | -18.0% | +17.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling