+6,352.9%
SO vs ETR
+4,602.4%
+1,750.5%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.2% | +0.7% |
| 7D | -1.1% | +1.7% | -2.8% | -2.1% |
| 30D | +8.6% | +8.7% | -0.2% | +3.7% |
| 3M | +1.8% | +4.9% | -3.1% | -0.9% |
| 6M | +3.6% | +0.8% | +2.8% | +3.1% |
| YTD | +9.9% | +23.1% | -13.2% | -2.3% |
| 1Y | +5.7% | +17.9% | -12.2% | -3.8% |
| 3Y | +52.5% | +154.5% | -102.0% | -10.9% |
| 5Y | +77.3% | +160.3% | -83.0% | +2.1% |
| 10Y | +186.8% | +366.9% | -180.2% | +23.7% |
| All | +6,352.9% | +4,602.4% | +1,750.5% | +882.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling