+62,786.1%
SU vs ETR
+4,408.0%
+58,378.0%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.3% | +2.9% | +2.2% |
| 7D | +1.6% | +0.4% | +1.2% | +1.4% |
| 30D | +10.7% | +2.0% | +8.7% | +9.7% |
| 3M | +13.5% | -1.7% | +15.2% | +14.1% |
| 6M | +21.8% | +3.6% | +18.2% | +19.1% |
| YTD | +58.8% | +18.0% | +40.8% | +46.3% |
| 1Y | +72.0% | +26.2% | +45.8% | +53.4% |
| 3Y | +121.7% | +148.0% | -26.3% | +41.0% |
| 5Y | +350.4% | +126.1% | +224.4% | +194.7% |
| 10Y | +264.7% | +302.3% | -37.6% | +76.0% |
| All | +62,786.1% | +4,408.0% | +58,378.0% | +10,935.9% |
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