-65.1%
ETS vs SPY
+17.1%
-82.3%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.9% | +0.3% | -11.3% | -10.8% |
| 7D | -28.7% | -2.7% | -26.0% | -29.5% |
| 30D | -18.1% | -5.4% | -12.7% | -20.9% |
| 3M | -2.4% | -4.1% | +1.7% | -4.0% |
| 6M | +111.8% | +0.7% | +111.1% | +112.7% |
| YTD | +147.0% | +8.7% | +138.3% | +162.8% |
| 1Y | +90.6% | +10.9% | +79.7% | +104.9% |
| All | -65.1% | +17.1% | -82.3% | -28.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling