+372.7%
ETR vs SPG
+113.9%
+258.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | 0.0% |
| 7D | +1.2% | +2.0% | -0.8% | +0.6% |
| 30D | +7.0% | +17.2% | -10.2% | +2.7% |
| 3M | +4.6% | +6.3% | -1.7% | +2.9% |
| 6M | +0.1% | +18.7% | -18.6% | -4.2% |
| YTD | +23.2% | +30.1% | -6.9% | +14.9% |
| 1Y | +20.6% | +32.8% | -12.2% | +11.9% |
| 3Y | +156.3% | +133.6% | +22.7% | +104.1% |
| 5Y | +159.6% | +84.4% | +75.2% | +115.6% |
| All | +372.7% | +113.9% | +258.8% | +270.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling