+542.3%
ETN vs SE
+553.8%
-11.5%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.3% | +5.3% | +4.2% |
| 7D | +3.5% | -5.2% | +8.8% | +4.3% |
| 30D | -7.5% | -17.1% | +9.6% | -5.2% |
| 3M | +8.3% | +24.0% | -15.7% | +4.6% |
| 6M | +20.2% | +21.0% | -0.8% | +16.0% |
| YTD | +34.7% | -16.7% | +51.4% | +36.4% |
| 1Y | +19.4% | -45.9% | +65.4% | +28.2% |
| 3Y | +85.5% | +177.8% | -92.3% | +58.5% |
| 5Y | +186.6% | -67.4% | +254.0% | +203.0% |
| All | +542.3% | +553.8% | -11.5% | +293.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling