+75.2%
SPY vs ETR
+158.0%
-82.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.1% | +1.3% |
| 7D | -0.9% | +0.1% | -1.0% | -0.9% |
| 30D | -2.4% | +7.7% | -10.0% | -4.1% |
| 3M | -1.2% | +5.7% | -6.9% | -2.6% |
| 6M | +3.3% | -0.3% | +3.6% | +3.2% |
| YTD | +12.3% | +23.4% | -11.1% | +5.4% |
| 1Y | +12.4% | +18.5% | -6.0% | +6.8% |
| 3Y | +78.8% | +155.6% | -76.8% | +31.8% |
| 5Y | +75.2% | +158.7% | -83.5% | +29.1% |
| All | +75.2% | +158.0% | -82.8% | +29.1% |
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