+290.1%
ETR vs SPYG
+424.6%
-134.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.7% |
| 7D | -1.8% | -0.9% | -0.9% | -1.4% |
| 30D | -1.8% | -1.5% | -0.2% | -1.1% |
| 3M | -3.6% | +3.7% | -7.3% | -5.3% |
| 6M | +2.6% | +16.4% | -13.8% | -4.8% |
| YTD | +16.0% | +13.3% | +2.7% | +8.8% |
| 1Y | +20.1% | +17.9% | +2.3% | +10.5% |
| 3Y | +143.6% | +98.3% | +45.2% | +68.8% |
| 5Y | +124.4% | +86.4% | +37.9% | +56.9% |
| All | +290.1% | +424.6% | -134.5% | +44.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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