+705.5%
ETN vs SFM
+108.9%
+596.6%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.9% | +2.3% | -1.1% |
| 7D | +6.2% | -7.2% | +13.4% | +7.2% |
| 30D | -6.7% | -14.3% | +7.6% | -4.9% |
| 3M | +3.6% | -13.7% | +17.3% | +5.2% |
| 6M | +18.3% | -6.0% | +24.3% | +18.0% |
| YTD | +31.5% | -8.2% | +39.7% | +31.2% |
| 1Y | +20.6% | -46.2% | +66.8% | +29.3% |
| 3Y | +82.5% | +83.6% | -1.0% | +62.9% |
| 5Y | +177.8% | +212.7% | -34.9% | +125.0% |
| 10Y | +705.0% | +273.0% | +432.0% | +505.0% |
| All | +705.5% | +108.9% | +596.6% | +558.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling