+1,162.9%
ETR vs SNY
+241.9%
+921.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | -1.8% | -3.3% | +1.5% | -0.9% |
| 30D | -1.8% | -2.2% | +0.4% | -1.2% |
| 3M | -3.6% | -3.0% | -0.5% | -2.9% |
| 6M | +2.6% | +2.7% | -0.1% | +1.5% |
| YTD | +16.0% | -6.8% | +22.9% | +17.8% |
| 1Y | +20.1% | -5.3% | +25.4% | +21.0% |
| 3Y | +143.6% | -9.8% | +153.4% | +142.9% |
| 5Y | +124.4% | +9.7% | +114.7% | +107.6% |
| 10Y | +295.4% | +64.5% | +230.9% | +218.9% |
| All | +1,162.9% | +241.9% | +921.0% | +640.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling