+372.7%
ETR vs SPY
+307.0%
+65.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | +0.1% |
| 7D | +1.2% | +2.6% | -1.4% | -0.4% |
| 30D | +7.0% | -2.0% | +9.0% | +8.2% |
| 3M | +4.6% | -2.8% | +7.4% | +6.3% |
| 6M | +0.1% | +2.1% | -2.0% | -1.6% |
| YTD | +23.2% | +11.5% | +11.7% | +14.3% |
| 1Y | +20.6% | +13.5% | +7.1% | +10.6% |
| 3Y | +156.3% | +77.7% | +78.6% | +70.7% |
| 5Y | +159.6% | +72.6% | +87.0% | +74.0% |
| All | +372.7% | +307.0% | +65.7% | +71.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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