+86.2%
SU vs ETR
+18.4%
+67.8%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +2.7% | -7.3% | -4.9% |
| 7D | -7.1% | +3.7% | -10.8% | -7.6% |
| 30D | +4.8% | +11.0% | -6.2% | +2.9% |
| 3M | +12.5% | +3.4% | +9.1% | +12.1% |
| 6M | +6.5% | -3.3% | +9.7% | +8.5% |
| YTD | +65.8% | +23.3% | +42.5% | +53.6% |
| 1Y | +86.2% | +19.2% | +67.0% | +74.7% |
| All | +86.2% | +18.4% | +67.8% | +74.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling