+162.0%
SO vs ETR
+288.4%
-126.4%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.5% | +0.1% |
| 7D | 0.0% | +0.4% | -0.4% | -0.2% |
| 30D | -2.5% | +2.0% | -4.5% | -3.9% |
| 3M | -4.2% | -1.7% | -2.5% | -3.1% |
| 6M | -7.7% | +3.6% | -11.2% | -10.4% |
| YTD | +3.8% | +18.0% | -14.2% | -8.2% |
| 1Y | +0.1% | +26.2% | -26.2% | -15.9% |
| 3Y | +44.2% | +148.0% | -103.8% | -29.4% |
| 5Y | +57.9% | +126.1% | -68.2% | -18.1% |
| 10Y | +162.0% | +302.3% | -140.3% | -12.1% |
| All | +162.0% | +288.4% | -126.4% | -12.1% |
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