+338.3%
SU vs ETR
+122.3%
+216.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.2% | 0.0% |
| 7D | +2.2% | -1.8% | +4.0% | +2.7% |
| 30D | +8.4% | -1.8% | +10.2% | +8.9% |
| 3M | +12.1% | -3.6% | +15.7% | +13.0% |
| 6M | +19.7% | +2.6% | +17.1% | +18.3% |
| YTD | +58.4% | +16.0% | +42.4% | +51.2% |
| 1Y | +67.2% | +20.1% | +47.1% | +57.8% |
| 3Y | +125.0% | +143.6% | -18.6% | +63.6% |
| All | +338.3% | +122.3% | +216.0% | +219.1% |
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