-45.9%
SE vs ET
+33.4%
-79.4%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.5% | -1.6% |
| 7D | -5.2% | +0.2% | -5.5% | -5.1% |
| 30D | -17.1% | +2.9% | -19.9% | -16.3% |
| 3M | +24.0% | +16.8% | +7.2% | +29.7% |
| 6M | +21.0% | +18.9% | +2.1% | +25.6% |
| YTD | -16.7% | +37.7% | -54.4% | -11.7% |
| 1Y | -45.9% | +32.4% | -78.4% | -43.7% |
| All | -45.9% | +33.4% | -79.4% | -43.7% |
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