+311.0%
SPYM vs ETR
+378.9%
-68.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | +2.6% | +1.2% | +1.4% | +2.1% |
| 30D | -2.0% | +7.0% | -9.0% | -4.3% |
| 3M | -2.8% | +4.6% | -7.4% | -4.4% |
| 6M | +2.2% | +0.1% | +2.0% | +1.8% |
| YTD | +11.5% | +23.2% | -11.6% | +2.5% |
| 1Y | +13.5% | +20.6% | -7.1% | +5.1% |
| 3Y | +78.0% | +156.3% | -78.2% | +20.5% |
| 5Y | +73.1% | +159.6% | -86.5% | +14.9% |
| All | +311.0% | +378.9% | -68.0% | +149.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling