+19.2%
ETR vs SPG
+34.3%
-15.1%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.9% | -0.2% | +1.7% |
| 7D | +3.7% | +8.2% | -4.4% | +1.0% |
| 30D | +11.0% | +13.5% | -2.5% | +6.4% |
| 3M | +3.4% | +2.2% | +1.2% | +2.4% |
| 6M | -3.3% | +15.9% | -19.2% | -8.1% |
| YTD | +23.3% | +27.6% | -4.3% | +14.5% |
| 1Y | +19.2% | +30.9% | -11.8% | +9.3% |
| All | +19.2% | +34.3% | -15.1% | +9.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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