-5.5%
ETN vs SE
-48.0%
+42.5%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | +4.5% | -14.3% | -10.4% |
| 7D | -10.1% | +6.7% | -16.8% | -10.9% |
| 30D | -18.4% | -17.2% | -1.2% | -16.6% |
| 3M | -20.4% | -28.0% | +7.6% | -17.6% |
| 6M | -16.0% | -6.1% | -9.9% | -16.3% |
| YTD | +11.8% | -37.1% | +48.9% | +18.7% |
| 1Y | -5.5% | -48.8% | +43.3% | +6.2% |
| All | -5.5% | -48.0% | +42.5% | +6.2% |
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