+550.7%
SO vs ET
+1,435.0%
-884.3%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.8% |
| 7D | -0.2% | +0.9% | -1.1% | -0.2% |
| 30D | -4.6% | +7.5% | -12.0% | -5.1% |
| 3M | -3.0% | +11.4% | -14.5% | -3.9% |
| 6M | -8.3% | +18.5% | -26.8% | -9.5% |
| YTD | +3.5% | +37.4% | -33.9% | +0.9% |
| 1Y | -0.9% | +30.9% | -31.9% | -3.1% |
| 3Y | +45.4% | +98.7% | -53.4% | +37.1% |
| 5Y | +59.6% | +230.7% | -171.1% | +44.2% |
| 10Y | +156.6% | +175.6% | -19.0% | +128.6% |
| All | +550.7% | +1,435.0% | -884.3% | +256.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling