+196.4%
SO vs ETR
+378.9%
-182.5%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.3% | +1.3% |
| 7D | +1.4% | +1.2% | +0.2% | +0.5% |
| 30D | +4.7% | +7.0% | -2.3% | -0.1% |
| 3M | +1.7% | +4.6% | -2.9% | -1.5% |
| 6M | +2.2% | +0.1% | +2.0% | +1.8% |
| YTD | +10.0% | +23.2% | -13.2% | -5.7% |
| 1Y | +6.0% | +20.6% | -14.5% | -7.7% |
| 3Y | +54.1% | +156.3% | -102.2% | -26.2% |
| 5Y | +79.6% | +159.6% | -80.0% | -16.0% |
| All | +196.4% | +378.9% | -182.5% | -10.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 10y: compounded portfolio wealth divided by compounded ETR 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…
10y analysis · Full analysis span regression · 6 months rolling