+82.6%
SPYM vs ETR
+123.0%
-40.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | -0.3% |
| 7D | -2.0% | -1.9% | -0.1% | -1.5% |
| 30D | -1.6% | -0.2% | -1.4% | -1.6% |
| 3M | +4.7% | -3.7% | +8.5% | +5.6% |
| 6M | +12.6% | +2.1% | +10.5% | +11.4% |
| YTD | +11.8% | +16.5% | -4.7% | +6.7% |
| 1Y | +17.5% | +22.5% | -5.0% | +10.6% |
| 3Y | +77.0% | +144.7% | -67.7% | +33.5% |
| 5Y | +82.6% | +125.2% | -42.6% | +41.0% |
| All | +82.6% | +123.0% | -40.4% | +41.0% |
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