+392.0%
ETY vs SPY
+693.0%
-300.9%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.5% |
| 7D | -0.8% | -0.4% | -0.5% | -0.5% |
| 30D | -1.8% | -1.4% | -0.4% | -0.6% |
| 3M | +0.7% | +3.7% | -3.1% | -2.6% |
| 6M | +3.1% | +13.0% | -9.9% | -7.5% |
| YTD | -1.6% | +12.4% | -14.0% | -11.3% |
| 1Y | -3.0% | +18.5% | -21.5% | -16.6% |
| 3Y | +51.2% | +77.6% | -26.4% | -9.0% |
| 5Y | +48.3% | +81.7% | -33.4% | -13.0% |
| 10Y | +208.5% | +319.7% | -111.1% | -12.8% |
| All | +392.0% | +693.0% | -300.9% | -21.8% |
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