+1,899.7%
ETN vs SCHG
+1,132.2%
+767.4%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.9% | +3.1% | +3.1% |
| 7D | +3.5% | -1.0% | +4.6% | +4.6% |
| 30D | -7.5% | -1.3% | -6.3% | -6.4% |
| 3M | +8.3% | +5.4% | +2.9% | +2.8% |
| 6M | +20.2% | +14.4% | +5.8% | +5.2% |
| YTD | +34.7% | +8.0% | +26.6% | +24.6% |
| 1Y | +19.4% | +12.7% | +6.7% | +6.2% |
| 3Y | +85.5% | +85.6% | -0.1% | +2.3% |
| 5Y | +186.6% | +85.5% | +101.1% | +52.2% |
| 10Y | +724.7% | +456.0% | +268.7% | +11.1% |
| All | +1,899.7% | +1,132.2% | +767.4% | -3.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 SCHG 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