+19.3%
ETN vs SE
-38.5%
+57.8%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.9% | +4.4% | +3.6% |
| 7D | +2.0% | -6.1% | +8.1% | +2.7% |
| 30D | -7.9% | -2.5% | -5.5% | -7.8% |
| 3M | -1.6% | +21.7% | -23.3% | -4.3% |
| 6M | +16.9% | +27.0% | -10.1% | +12.5% |
| YTD | +30.1% | -12.1% | +42.2% | +32.5% |
| 1Y | +19.3% | -40.9% | +60.2% | +29.3% |
| All | +19.3% | -38.5% | +57.8% | +29.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SE.
Daily Out/Under-Performance
Portfolio return minus SE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SE 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 SE 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