+43.8%
SO vs ET
+97.4%
-53.6%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -0.8% |
| 7D | 0.0% | +0.6% | -0.6% | 0.0% |
| 30D | -2.5% | +5.3% | -7.8% | -3.0% |
| 3M | -4.2% | +15.6% | -19.8% | -5.6% |
| 6M | -7.7% | +20.6% | -28.3% | -9.3% |
| YTD | +3.8% | +38.5% | -34.7% | +1.0% |
| 1Y | +0.1% | +35.7% | -35.7% | -2.5% |
| All | +43.8% | +97.4% | -53.6% | +21.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling