+2,413.1%
ETR vs SPG
+5,961.7%
-3,548.6%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.2% |
| 7D | +2.6% | +5.6% | -3.0% | +1.3% |
| 30D | +8.7% | +17.6% | -8.9% | +4.9% |
| 3M | +6.4% | +7.5% | -1.1% | +4.7% |
| 6M | +0.7% | +18.5% | -17.8% | -3.1% |
| YTD | +23.0% | +30.9% | -7.9% | +15.8% |
| 1Y | +17.9% | +34.1% | -16.2% | +10.3% |
| 3Y | +154.9% | +135.5% | +19.4% | +109.4% |
| 5Y | +157.3% | +86.5% | +70.7% | +119.4% |
| 10Y | +373.4% | +116.1% | +257.3% | +259.8% |
| All | +2,413.1% | +5,961.7% | -3,548.6% | +968.3% |
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