-44.2%
SE vs ETR
+24.7%
-68.9%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -1.2% |
| 7D | -4.8% | -1.9% | -2.9% | -5.2% |
| 30D | -18.1% | -0.2% | -17.9% | -18.1% |
| 3M | +30.6% | -3.7% | +34.4% | +29.1% |
| 6M | +20.8% | +2.1% | +18.7% | +18.2% |
| YTD | -15.6% | +16.5% | -32.0% | -20.2% |
| 1Y | -44.2% | +22.5% | -66.7% | -46.9% |
| All | -44.2% | +24.7% | -68.9% | -46.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling