+75.4%
SPY vs ET
+97.8%
-22.4%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.7% |
| 7D | -2.0% | +1.4% | -3.3% | -2.4% |
| 30D | -1.7% | +4.6% | -6.2% | -3.1% |
| 3M | +4.7% | +16.0% | -11.3% | -0.4% |
| 6M | +12.5% | +22.8% | -10.3% | +4.4% |
| YTD | +11.7% | +38.9% | -27.1% | -1.3% |
| 1Y | +17.5% | +34.1% | -16.6% | +5.1% |
| All | +75.4% | +97.8% | -22.4% | +36.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 3y: compounded portfolio wealth divided by compounded ET 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…
3y analysis · Full analysis span regression · 6 months rolling