+64.4%
ETX vs SPY
+517.2%
-452.8%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.3% |
| 7D | -0.4% | +0.5% | -1.0% | -0.5% |
| 30D | -0.7% | -0.9% | +0.2% | -0.6% |
| 3M | -3.0% | +3.9% | -6.9% | -3.7% |
| 6M | -3.4% | +14.5% | -17.9% | -5.8% |
| YTD | -0.1% | +12.9% | -13.0% | -2.4% |
| 1Y | -1.2% | +19.4% | -20.6% | -4.5% |
| 3Y | +24.0% | +78.5% | -54.4% | +10.3% |
| 5Y | +1.6% | +81.8% | -80.2% | -10.5% |
| 10Y | +31.4% | +311.5% | -280.1% | +0.2% |
| All | +64.4% | +517.2% | -452.8% | +16.8% |
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