Congratulations! Your portfolio returned 17.5% last year, 2.2% better than the market return of 15.3%. Your portfolio had a standard deviation of earnings equal to 24%, and the risk-free rate is equal to 4.2%. Calculate Sharpe's measure for your portfolio. If the market's Sharpe's measure is 0.33, did you do better or worse than the market from a risk/return perspective?