-76.3%
ETS vs SPY
+22.4%
-98.7%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.1% | -0.4% |
| 7D | +1.2% | +0.1% | +1.1% | +1.2% |
| 30D | -24.5% | +0.1% | -24.6% | -24.5% |
| 3M | +56.6% | +2.0% | +54.6% | +57.7% |
| 6M | +75.5% | +13.0% | +62.5% | +90.1% |
| YTD | +68.0% | +13.5% | +54.5% | +82.0% |
| 1Y | -16.2% | +20.0% | -36.2% | +22.8% |
| All | -76.3% | +22.4% | -98.7% | -50.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling