-48.8%
SE vs ET
+24.7%
-73.5%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -3.5% | +7.9% | +3.4% |
| 7D | +6.7% | -6.0% | +12.7% | +4.8% |
| 30D | -17.2% | -6.1% | -11.1% | -18.7% |
| 3M | -28.0% | -2.7% | -25.4% | -28.5% |
| 6M | -6.1% | +0.2% | -6.3% | -5.6% |
| YTD | -37.1% | +24.3% | -61.5% | -35.7% |
| 1Y | -48.8% | +26.4% | -75.2% | -48.3% |
| All | -48.8% | +24.7% | -73.5% | -48.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 1y: compounded portfolio wealth divided by compounded ET 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…
1y analysis · Full analysis span regression · 6 months rolling