+154.9%
ETR vs SPG
+136.6%
+18.3%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.3% |
| 7D | +2.6% | +5.6% | -3.0% | +0.9% |
| 30D | +8.7% | +17.6% | -8.9% | +3.6% |
| 3M | +6.4% | +7.5% | -1.1% | +4.1% |
| 6M | +0.7% | +18.5% | -17.8% | -4.3% |
| YTD | +23.0% | +30.9% | -7.9% | +13.6% |
| 1Y | +17.9% | +34.1% | -16.2% | +8.1% |
| 3Y | +154.9% | +135.5% | +19.4% | +92.7% |
| All | +154.9% | +136.6% | +18.3% | +92.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling