+125.2%
ETR vs SPG
+106.4%
+18.8%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.2% | 0.0% | +0.8% |
| 7D | +1.4% | 0.0% | +1.4% | +1.4% |
| 30D | +1.9% | -4.9% | +6.8% | +3.4% |
| 3M | +1.0% | +3.3% | -2.3% | -0.1% |
| 6M | +4.8% | +11.2% | -6.4% | +1.5% |
| YTD | +19.5% | +17.1% | +2.5% | +13.9% |
| 1Y | +28.1% | +21.6% | +6.5% | +20.6% |
| 3Y | +151.1% | +111.9% | +39.3% | +98.4% |
| 5Y | +125.2% | +106.9% | +18.2% | +73.3% |
| All | +125.2% | +106.4% | +18.8% | +73.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling