+194.9%
SO vs ETR
+369.0%
-174.1%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | -0.1% | +2.6% | -2.7% | -1.9% |
| 30D | +8.7% | +8.7% | 0.0% | +2.5% |
| 3M | +3.4% | +6.4% | -3.0% | -1.0% |
| 6M | +3.7% | +0.7% | +3.0% | +3.0% |
| YTD | +10.0% | +23.0% | -13.0% | -5.5% |
| 1Y | +6.6% | +17.9% | -11.3% | -5.8% |
| 3Y | +52.5% | +154.9% | -102.4% | -26.7% |
| 5Y | +76.1% | +157.3% | -81.2% | -17.1% |
| 10Y | +194.9% | +373.4% | -178.5% | -11.0% |
| All | +194.9% | +369.0% | -174.1% | -11.0% |
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