+338.3%
SU vs ET
+241.8%
+96.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | +0.5% |
| 7D | +2.2% | +0.2% | +2.0% | +2.1% |
| 30D | +8.4% | +2.9% | +5.6% | +6.1% |
| 3M | +12.1% | +16.8% | -4.7% | -0.2% |
| 6M | +19.7% | +18.9% | +0.8% | +5.4% |
| YTD | +58.4% | +37.7% | +20.7% | +25.0% |
| 1Y | +67.2% | +32.4% | +34.8% | +35.7% |
| 3Y | +125.0% | +99.5% | +25.5% | +25.7% |
| All | +338.3% | +241.8% | +96.5% | +64.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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