+58.7%
SO vs ETR
+129.9%
-71.2%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.2% | -0.2% | +0.3% |
| 7D | +1.0% | +1.4% | -0.4% | +0.2% |
| 30D | -3.2% | +1.9% | -5.1% | -4.2% |
| 3M | -1.7% | +1.0% | -2.7% | -2.3% |
| 6M | -7.2% | +4.8% | -12.0% | -9.9% |
| YTD | +4.6% | +19.5% | -15.0% | -5.9% |
| 1Y | +1.2% | +28.1% | -26.9% | -12.7% |
| 3Y | +45.3% | +151.1% | -105.9% | -22.4% |
| 5Y | +58.7% | +125.2% | -66.4% | -10.4% |
| All | +58.7% | +129.9% | -71.2% | -10.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling