+1,334.6%
ETR vs SPYG
+559.2%
+775.4%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.1% |
| 7D | +0.4% | +0.3% | +0.1% | +0.3% |
| 30D | +2.0% | -1.7% | +3.7% | +2.7% |
| 3M | -1.7% | +3.6% | -5.3% | -3.3% |
| 6M | +3.6% | +16.6% | -13.0% | -3.2% |
| YTD | +18.0% | +13.4% | +4.7% | +11.5% |
| 1Y | +26.2% | +19.6% | +6.6% | +16.6% |
| 3Y | +148.0% | +99.8% | +48.2% | +82.1% |
| 5Y | +126.1% | +85.0% | +41.1% | +68.1% |
| 10Y | +302.3% | +422.1% | -119.8% | +95.0% |
| All | +1,334.6% | +559.2% | +775.4% | +384.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling