-72.7%
ETU vs SPY
+34.8%
-107.4%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.2% | +3.8% |
| 7D | +4.3% | +0.5% | +3.8% | +2.4% |
| 30D | +61.3% | -0.9% | +62.2% | +66.9% |
| 3M | +96.6% | +3.9% | +92.7% | +69.4% |
| 6M | +27.8% | +14.5% | +13.3% | -21.7% |
| YTD | -51.6% | +12.9% | -64.5% | -66.9% |
| 1Y | -81.3% | +19.4% | -100.6% | -88.8% |
| All | -72.7% | +34.8% | -107.4% | -85.6% |
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