+59.1%
SO vs ET
+241.7%
-182.6%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.7% |
| 7D | -1.1% | +1.4% | -2.5% | -1.3% |
| 30D | -3.7% | +4.6% | -8.3% | -4.3% |
| 3M | -5.9% | +16.0% | -21.9% | -7.7% |
| 6M | -7.3% | +22.8% | -30.1% | -9.8% |
| YTD | +3.1% | +38.9% | -35.7% | -1.1% |
| 1Y | -1.0% | +34.1% | -35.1% | -4.7% |
| 3Y | +43.2% | +98.8% | -55.6% | +28.1% |
| 5Y | +59.1% | +246.8% | -187.7% | +35.7% |
| All | +59.1% | +241.7% | -182.6% | +35.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling