+811.4%
SPYM vs ETR
+643.0%
+168.4%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -4.4% |
| 3M | -2.8% | +4.6% | -7.4% | -4.4% |
| 6M | +2.2% | +0.1% | +2.0% | +1.7% |
| YTD | +11.5% | +23.2% | -11.6% | +2.4% |
| 1Y | +13.5% | +20.6% | -7.1% | +5.0% |
| 3Y | +78.0% | +156.3% | -78.2% | +21.5% |
| 5Y | +73.1% | +159.6% | -86.5% | +16.1% |
| 10Y | +310.9% | +377.1% | -66.2% | +114.3% |
| All | +811.4% | +643.0% | +168.4% | +308.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling