+772.2%
SPY vs ET
+1,310.3%
-538.1%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.3% |
| 7D | +2.6% | +2.5% | +0.1% | +2.0% |
| 30D | -2.0% | -2.5% | +0.5% | -1.5% |
| 3M | -2.8% | -4.9% | +2.1% | -1.8% |
| 6M | +2.1% | -0.1% | +2.2% | +1.9% |
| YTD | +11.5% | +26.2% | -14.7% | +5.3% |
| 1Y | +13.5% | +25.2% | -11.7% | +7.3% |
| 3Y | +77.7% | +84.2% | -6.5% | +53.7% |
| 5Y | +72.6% | +216.1% | -143.5% | +31.9% |
| 10Y | +308.2% | +160.7% | +147.5% | +203.3% |
| All | +772.2% | +1,310.3% | -538.1% | +145.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling