+591.1%
SO vs ET
+1,310.3%
-719.1%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.3% | +1.2% |
| 7D | +1.4% | +2.5% | -1.2% | +1.2% |
| 30D | +4.7% | -2.5% | +7.2% | +4.9% |
| 3M | +1.7% | -4.9% | +6.5% | +2.0% |
| 6M | +2.2% | -0.1% | +2.2% | +2.1% |
| YTD | +10.0% | +26.2% | -16.3% | +7.9% |
| 1Y | +6.0% | +25.2% | -19.1% | +4.1% |
| 3Y | +54.1% | +84.2% | -30.1% | +46.2% |
| 5Y | +79.6% | +216.1% | -136.4% | +63.0% |
| 10Y | +195.5% | +160.7% | +34.8% | +164.7% |
| All | +591.1% | +1,310.3% | -719.1% | +281.5% |
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