+143.6%
ETR vs SNY
-9.6%
+153.2%
-10.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | -1.8% | -3.3% | +1.5% | -1.4% |
| 30D | -1.8% | -2.2% | +0.4% | -1.5% |
| 3M | -3.6% | -3.0% | -0.5% | -3.3% |
| 6M | +2.6% | +2.7% | -0.1% | +2.2% |
| YTD | +16.0% | -6.8% | +22.9% | +16.8% |
| 1Y | +20.1% | -5.3% | +25.4% | +20.5% |
| 3Y | +143.6% | -9.8% | +153.4% | +139.6% |
| All | +143.6% | -9.6% | +153.2% | +139.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 3y: compounded portfolio wealth divided by compounded SNY 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…
3y analysis · Full analysis span regression · 6 months rolling