+355.0%
SE vs ETR
+264.8%
+90.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.3% | -3.9% | -3.7% |
| 7D | -7.7% | +0.1% | -7.8% | -7.7% |
| 30D | -22.8% | +7.7% | -30.5% | -24.6% |
| 3M | -43.7% | +5.7% | -49.5% | -44.7% |
| 6M | -12.8% | -0.3% | -12.5% | -13.2% |
| YTD | -42.0% | +23.4% | -65.4% | -46.6% |
| 1Y | -48.0% | +18.5% | -66.5% | -51.4% |
| 3Y | +62.7% | +155.6% | -92.9% | +15.4% |
| 5Y | -77.8% | +158.7% | -236.5% | -84.6% |
| All | +355.0% | +264.8% | +90.2% | +153.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 10y: compounded portfolio wealth divided by compounded ETR 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…
10y analysis · Full analysis span regression · 6 months rolling