+706.7%
ETN vs SFM
+271.4%
+435.3%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.8% | +3.2% | +3.9% |
| 7D | +3.5% | -10.6% | +14.1% | +4.9% |
| 30D | -7.5% | -15.5% | +7.9% | -5.7% |
| 3M | +8.3% | -17.4% | +25.8% | +10.5% |
| 6M | +20.2% | -3.4% | +23.6% | +19.4% |
| YTD | +34.7% | -8.7% | +43.3% | +34.5% |
| 1Y | +19.4% | -47.2% | +66.6% | +28.4% |
| 3Y | +85.5% | +82.7% | +2.8% | +66.4% |
| 5Y | +186.6% | +214.3% | -27.7% | +133.8% |
| All | +706.7% | +271.4% | +435.3% | +499.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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