+589.4%
SE vs ETR
+249.4%
+339.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.7% |
| 7D | -6.1% | +1.4% | -7.5% | -6.5% |
| 30D | -2.5% | +1.0% | -3.4% | -2.8% |
| 3M | +21.7% | -1.3% | +23.0% | +21.7% |
| 6M | +27.0% | +1.9% | +25.1% | +25.0% |
| YTD | -12.1% | +18.2% | -30.3% | -18.0% |
| 1Y | -40.9% | +24.7% | -65.6% | -45.9% |
| 3Y | +191.0% | +150.7% | +40.3% | +107.2% |
| 5Y | -68.3% | +127.0% | -195.3% | -76.9% |
| All | +589.4% | +249.4% | +339.9% | +289.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling