-5.5%
ETN vs SGI
-10.7%
+5.2%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | +6.8% | -16.7% | -10.8% |
| 7D | -10.1% | +12.1% | -22.2% | -12.0% |
| 30D | -18.4% | +12.1% | -30.5% | -20.2% |
| 3M | -20.4% | +0.4% | -20.9% | -20.4% |
| 6M | -16.0% | -4.0% | -12.0% | -15.1% |
| YTD | +11.8% | -21.2% | +33.0% | +15.6% |
| 1Y | -5.5% | -12.1% | +6.6% | -3.3% |
| All | -5.5% | -10.7% | +5.2% | -3.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 SGI 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