+3.7%
SO vs ET
+24.7%
-21.0%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.5% | +2.8% | -0.2% |
| 7D | +1.7% | -6.0% | +7.8% | +2.6% |
| 30D | +11.1% | -6.1% | +17.2% | +12.1% |
| 3M | +0.7% | -2.7% | +3.4% | +0.7% |
| 6M | -1.4% | +0.2% | -1.6% | -2.1% |
| YTD | +9.4% | +24.3% | -14.9% | +10.1% |
| 1Y | +3.7% | +26.4% | -22.7% | +5.0% |
| All | +3.7% | +24.7% | -21.0% | +5.0% |
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