+2,313.3%
ETR vs SPG
+5,256.9%
-2,943.7%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.3% |
| 7D | +1.4% | -2.4% | +3.8% | +2.0% |
| 30D | +1.0% | -6.8% | +7.8% | +2.6% |
| 3M | -1.3% | +2.7% | -3.9% | -1.9% |
| 6M | +1.9% | +5.5% | -3.6% | +0.6% |
| YTD | +18.2% | +15.7% | +2.5% | +14.2% |
| 1Y | +24.7% | +20.9% | +3.8% | +19.3% |
| 3Y | +150.7% | +112.4% | +38.3% | +110.6% |
| 5Y | +127.0% | +101.4% | +25.7% | +90.4% |
| 10Y | +295.5% | +60.6% | +234.8% | +219.7% |
| All | +2,313.3% | +5,256.9% | -2,943.7% | +954.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling