+135.6%
ETR vs SN
+496.6%
-361.1%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.0% | +0.2% | +1.1% |
| 7D | +1.4% | +0.1% | +1.3% | +1.4% |
| 30D | +1.9% | -5.6% | +7.5% | +2.0% |
| 3M | +1.0% | +48.1% | -47.1% | -0.6% |
| 6M | +4.8% | +57.6% | -52.8% | +2.8% |
| YTD | +19.5% | +56.5% | -37.0% | +17.2% |
| 1Y | +28.1% | +52.6% | -24.4% | +25.7% |
| 3Y | +151.1% | +412.0% | -260.8% | +125.8% |
| All | +135.6% | +496.6% | -361.1% | +112.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling