-68.0%
ETS vs SPY
+21.7%
-89.7%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +34.9% | -0.5% | +35.5% | +34.6% |
| 7D | +39.3% | +0.5% | +38.8% | +39.7% |
| 30D | -3.4% | -0.9% | -2.5% | -4.0% |
| 3M | +104.8% | +3.9% | +100.9% | +108.0% |
| 6M | +144.5% | +14.5% | +130.0% | +166.0% |
| YTD | +126.7% | +12.9% | +113.8% | +144.9% |
| 1Y | +27.6% | +19.4% | +8.2% | +87.5% |
| All | -68.0% | +21.7% | -89.7% | -33.5% |
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