+5,976.4%
SO vs ETR
+4,412.2%
+1,564.1%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.3% | -0.5% |
| 7D | -0.2% | +1.4% | -1.6% | -0.9% |
| 30D | -4.6% | +1.0% | -5.6% | -5.1% |
| 3M | -3.0% | -1.3% | -1.8% | -2.4% |
| 6M | -8.3% | +1.9% | -10.1% | -9.5% |
| YTD | +3.5% | +18.2% | -14.6% | -5.8% |
| 1Y | -0.9% | +24.7% | -25.6% | -12.7% |
| 3Y | +45.4% | +150.7% | -105.3% | -14.4% |
| 5Y | +59.6% | +127.0% | -67.4% | -1.1% |
| 10Y | +156.6% | +295.5% | -138.9% | +20.3% |
| All | +5,976.4% | +4,412.2% | +1,564.1% | +846.5% |
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