+823.3%
SPYM vs ETR
+621.1%
+202.2%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.2% | -1.7% | -1.0% |
| 7D | +0.6% | +1.4% | -0.8% | +0.1% |
| 30D | -0.9% | +1.9% | -2.8% | -1.6% |
| 3M | +3.9% | +1.0% | +2.9% | +3.3% |
| 6M | +14.5% | +4.8% | +9.7% | +11.9% |
| YTD | +13.0% | +19.5% | -6.6% | +5.0% |
| 1Y | +19.4% | +28.1% | -8.7% | +8.0% |
| 3Y | +78.9% | +151.1% | -72.3% | +22.8% |
| 5Y | +82.3% | +125.2% | -42.8% | +29.0% |
| 10Y | +314.7% | +291.1% | +23.6% | +132.5% |
| All | +823.3% | +621.1% | +202.2% | +318.4% |
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